+284.0%
FITB vs IT
+103.1%
+180.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | -1.7% |
| 7D | -0.3% | -3.7% | +3.4% | +1.1% |
| 30D | -5.7% | +0.1% | -5.7% | -6.4% |
| 3M | +3.2% | +20.7% | -17.5% | -8.6% |
| 6M | +23.4% | +12.0% | +11.4% | +10.7% |
| YTD | +18.8% | -28.8% | +47.6% | +31.0% |
| 1Y | +25.0% | -25.5% | +50.5% | +32.8% |
| 3Y | +131.2% | -48.8% | +180.0% | +182.7% |
| 5Y | +70.7% | -42.7% | +113.4% | +85.1% |
| All | +284.0% | +103.1% | +180.9% | +80.7% |
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