+96.4%
FITB vs IBB
+560.8%
-464.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | -4.7% | +10.5% | -15.2% | -11.3% |
| 3M | +6.7% | +23.6% | -17.0% | -8.0% |
| 6M | +12.6% | +22.6% | -10.1% | -2.7% |
| YTD | +19.1% | +25.7% | -6.6% | +1.0% |
| 1Y | +22.6% | +51.4% | -28.7% | -8.4% |
| 3Y | +127.1% | +64.4% | +62.7% | +59.7% |
| 5Y | +71.8% | +22.1% | +49.7% | +44.4% |
| 10Y | +287.2% | +132.5% | +154.7% | +105.9% |
| All | +96.4% | +560.8% | -464.4% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling