+177.6%
FITB vs IBN
+1,532.9%
-1,355.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | +6.7% | +17.1% | -10.4% | +0.6% |
| 6M | +12.6% | +3.4% | +9.2% | +11.0% |
| YTD | +19.1% | +2.5% | +16.6% | +17.7% |
| 1Y | +22.6% | -4.2% | +26.8% | +23.8% |
| 3Y | +127.1% | +32.4% | +94.7% | +101.4% |
| 5Y | +71.8% | +59.2% | +12.6% | +42.5% |
| 10Y | +287.2% | +345.7% | -58.5% | +111.9% |
| All | +177.6% | +1,532.9% | -1,355.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling