+71.6%
FITB vs IP
-17.2%
+88.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | +0.6% | -5.3% | +5.9% | +2.9% |
| 30D | -4.7% | -10.9% | +6.1% | -0.2% |
| 3M | +6.7% | +11.2% | -4.5% | +0.4% |
| 6M | +12.6% | -10.2% | +22.8% | +15.9% |
| YTD | +19.1% | -2.0% | +21.1% | +16.8% |
| 1Y | +22.6% | -19.1% | +41.7% | +30.9% |
| 3Y | +127.1% | +20.9% | +106.3% | +78.7% |
| All | +71.6% | -17.2% | +88.8% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling