+71.1%
FITB vs IBN
+56.7%
+14.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.7% |
| 7D | +2.8% | -2.2% | +5.0% | +4.0% |
| 30D | -4.5% | -2.3% | -2.2% | -3.4% |
| 3M | +5.7% | +15.9% | -10.2% | -2.3% |
| 6M | +17.1% | +5.6% | +11.5% | +13.4% |
| YTD | +18.3% | -0.1% | +18.4% | +17.7% |
| 1Y | +23.9% | -6.5% | +30.4% | +26.9% |
| 3Y | +131.1% | +29.3% | +101.8% | +88.5% |
| 5Y | +71.1% | +56.6% | +14.5% | +21.2% |
| All | +71.1% | +56.7% | +14.4% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling