+215.9%
FITB vs IRM
+514.0%
-298.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -0.6% | -5.3% | +4.7% | +1.4% |
| 30D | +7.0% | -2.3% | +9.4% | +7.7% |
| 3M | -4.8% | -7.4% | +2.7% | -2.3% |
| 6M | +13.5% | -12.2% | +25.8% | +18.7% |
| YTD | +19.1% | +38.6% | -19.6% | +0.6% |
| 1Y | +30.8% | +14.9% | +15.9% | +19.8% |
| 3Y | +141.6% | +108.2% | +33.5% | +57.8% |
| 5Y | +48.3% | +183.8% | -135.6% | -19.2% |
| 10Y | +215.9% | +512.6% | -296.7% | +22.5% |
| All | +215.9% | +514.0% | -298.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling