+141.1%
FITB vs IT
-53.1%
+194.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | -0.6% | -6.8% | +6.3% | +0.3% |
| 30D | +7.0% | -0.6% | +7.6% | +7.0% |
| 3M | -4.8% | +3.1% | -7.8% | -5.5% |
| 6M | +13.5% | +25.5% | -11.9% | +8.5% |
| YTD | +19.1% | -23.5% | +42.6% | +24.8% |
| 1Y | +30.8% | -16.6% | +47.4% | +34.0% |
| All | +141.1% | -53.1% | +194.2% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling