+244.2%
FITB vs IP
+26.3%
+217.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -1.5% | -5.1% | +3.5% | +1.5% |
| 30D | +5.8% | +8.5% | -2.7% | +0.5% |
| 3M | -6.1% | -13.8% | +7.7% | +1.6% |
| 6M | +5.9% | +5.7% | +0.2% | -0.8% |
| YTD | +16.1% | -9.1% | +25.2% | +16.3% |
| 1Y | +28.8% | -0.8% | +29.7% | +21.5% |
| 3Y | +126.0% | +14.8% | +111.2% | +70.5% |
| 5Y | +45.3% | -11.5% | +56.8% | +32.0% |
| All | +244.2% | +26.3% | +217.9% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling