+2,896.1%
FITB vs IP
+364.8%
+2,531.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +3.4% |
| 30D | -4.7% | -10.9% | +6.1% | +0.9% |
| 3M | +6.7% | +11.2% | -4.5% | -0.9% |
| 6M | +12.6% | -10.2% | +22.8% | +15.4% |
| YTD | +19.1% | -2.0% | +21.1% | +15.6% |
| 1Y | +22.6% | -19.1% | +41.7% | +30.4% |
| 3Y | +127.1% | +20.9% | +106.3% | +84.3% |
| 5Y | +71.8% | -17.8% | +89.6% | +71.5% |
| 10Y | +287.2% | +23.5% | +263.7% | +210.0% |
| All | +2,896.1% | +364.8% | +2,531.3% | +875.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling