+178.0%
FITB vs IBN
+1,760.3%
-1,582.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.1% |
| 30D | +9.8% | +22.1% | -12.3% | +1.9% |
| 3M | -5.2% | +17.1% | -22.3% | -10.7% |
| 6M | +17.3% | +35.5% | -18.2% | +4.6% |
| YTD | +19.3% | +16.8% | +2.5% | +12.1% |
| 1Y | +32.7% | +12.4% | +20.3% | +26.5% |
| 3Y | +141.6% | +58.0% | +83.5% | +100.2% |
| 5Y | +48.9% | +73.7% | -24.9% | +19.6% |
| 10Y | +216.5% | +385.6% | -169.0% | +68.2% |
| All | +178.0% | +1,760.3% | -1,582.3% | +6.7% |
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