+32.5%
FITB vs IRE
-82.8%
+115.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -10.9% | -0.7% |
| 7D | +2.8% | +58.9% | -56.1% | +2.5% |
| 30D | -4.5% | +17.2% | -21.7% | -4.7% |
| 3M | +5.7% | -58.6% | +64.3% | +6.1% |
| 6M | +17.1% | -23.5% | +40.6% | +16.3% |
| YTD | +18.3% | -47.4% | +65.8% | +16.3% |
| All | +32.5% | -82.8% | +115.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IRE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling