+91.9%
FITB vs IAG
+377.5%
-285.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -4.7% | +28.9% | -33.6% | -6.3% |
| 3M | +6.7% | +19.1% | -12.5% | +5.2% |
| 6M | +12.6% | -10.3% | +22.8% | +12.6% |
| YTD | +19.1% | +24.2% | -5.1% | +16.4% |
| 1Y | +22.6% | +116.5% | -93.9% | +15.5% |
| 3Y | +127.1% | +742.8% | -615.7% | +92.2% |
| 5Y | +71.8% | +753.3% | -681.5% | +41.3% |
| 10Y | +287.2% | +403.2% | -116.0% | +211.1% |
| All | +91.9% | +377.5% | -285.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling