+127.8%
FITB vs IP
+12.9%
+114.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -1.1% |
| 7D | -1.8% | -5.0% | +3.1% | -0.3% |
| 30D | +4.8% | +6.5% | -1.7% | +2.7% |
| 3M | -6.4% | -18.0% | +11.6% | -1.0% |
| 6M | +7.9% | +10.3% | -2.4% | +3.3% |
| YTD | +17.0% | -9.9% | +26.9% | +18.6% |
| 1Y | +29.9% | -1.1% | +31.0% | +27.5% |
| All | +127.8% | +12.9% | +114.8% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling