+28.9%
FITB vs IBN
+13.1%
+15.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +0.8% | +5.7% | -4.9% | -1.4% |
| 30D | +7.3% | +20.5% | -13.2% | -1.0% |
| 3M | -6.3% | +15.2% | -21.6% | -11.9% |
| 6M | +12.6% | +34.5% | -22.0% | -1.8% |
| YTD | +18.0% | +16.4% | +1.6% | +7.8% |
| 1Y | +28.9% | +13.5% | +15.3% | +17.6% |
| All | +28.9% | +13.1% | +15.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling