+34.1%
FITB vs IP
+2.3%
+31.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.5% |
| 30D | +7.7% | +11.2% | -3.5% | +4.7% |
| 3M | -4.5% | -14.8% | +10.3% | -0.7% |
| 6M | +12.5% | +17.3% | -4.8% | +6.2% |
| YTD | +19.8% | -6.2% | +25.9% | +20.8% |
| 1Y | +34.1% | +2.3% | +31.8% | +30.0% |
| All | +34.1% | +2.3% | +31.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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