+131.1%
FITB vs IRM
+101.2%
+29.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | -4.5% | -4.2% | -0.3% | -3.4% |
| 3M | +5.7% | -5.4% | +11.0% | +7.0% |
| 6M | +17.1% | +12.0% | +5.1% | +12.8% |
| YTD | +18.3% | +42.0% | -23.7% | +5.6% |
| 1Y | +23.9% | +29.9% | -6.0% | +12.8% |
| 3Y | +131.1% | +104.4% | +26.7% | +37.4% |
| All | +131.1% | +101.2% | +29.9% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling