+203.1%
FITB vs IT
+88.7%
+114.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +0.8% | -3.7% | +4.5% | +2.4% |
| 30D | +7.3% | -3.1% | +10.4% | +7.8% |
| 3M | -6.3% | +6.3% | -12.7% | -10.8% |
| 6M | +12.6% | +24.8% | -12.2% | -4.3% |
| YTD | +18.0% | -24.4% | +42.3% | +25.0% |
| 1Y | +28.9% | -17.1% | +46.0% | +29.6% |
| 3Y | +139.4% | -53.6% | +193.0% | +214.7% |
| 5Y | +47.2% | -42.5% | +89.7% | +60.9% |
| All | +203.1% | +88.7% | +114.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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