+30.0%
FITB vs IRE
-97.2%
+127.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | -0.9% |
| 7D | -1.5% | -27.2% | +25.6% | -1.5% |
| 30D | +5.8% | -75.1% | +80.9% | +6.6% |
| 3M | -6.1% | -77.9% | +71.8% | -5.5% |
| 6M | +5.9% | -94.6% | +100.5% | +7.3% |
| YTD | +16.1% | -91.5% | +107.6% | +15.2% |
| 1Y | +28.8% | -97.8% | +126.7% | +30.2% |
| All | +30.0% | -97.2% | +127.2% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling