+283.9%
FITB vs IBB
+122.6%
+161.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.7% |
| 7D | +2.8% | -1.7% | +4.5% | +3.9% |
| 30D | -4.5% | +4.9% | -9.4% | -7.9% |
| 3M | +5.7% | +24.2% | -18.6% | -9.1% |
| 6M | +17.1% | +23.8% | -6.7% | +0.6% |
| YTD | +18.3% | +23.0% | -4.6% | +1.8% |
| 1Y | +23.9% | +46.2% | -22.3% | -5.4% |
| 3Y | +131.1% | +64.8% | +66.3% | +61.4% |
| 5Y | +71.1% | +20.9% | +50.2% | +44.3% |
| 10Y | +283.9% | +121.6% | +162.3% | +105.3% |
| All | +283.9% | +122.6% | +161.2% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling