+2,842.8%
FITB vs IP
+327.4%
+2,515.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -0.2% |
| 7D | -1.8% | -5.0% | +3.1% | +0.8% |
| 30D | +4.8% | +6.5% | -1.7% | +1.1% |
| 3M | -6.4% | -18.0% | +11.6% | +3.0% |
| 6M | +7.9% | +10.3% | -2.4% | -0.2% |
| YTD | +17.0% | -9.9% | +26.9% | +18.1% |
| 1Y | +29.9% | -1.1% | +31.0% | +24.4% |
| 3Y | +124.8% | +13.0% | +111.8% | +88.1% |
| 5Y | +46.4% | -12.3% | +58.7% | +40.2% |
| 10Y | +258.1% | +26.8% | +231.3% | +182.5% |
| All | +2,842.8% | +327.4% | +2,515.4% | +896.0% |
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 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