+1,123.3%
FITB vs IT
+6,253.0%
-5,129.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.9% |
| 30D | +7.3% | -3.1% | +10.4% | +7.8% |
| 3M | -6.3% | +6.3% | -12.7% | -9.2% |
| 6M | +12.6% | +24.8% | -12.2% | +1.7% |
| YTD | +18.0% | -24.4% | +42.3% | +21.2% |
| 1Y | +28.9% | -17.1% | +46.0% | +28.7% |
| 3Y | +139.4% | -53.6% | +193.0% | +177.7% |
| 5Y | +47.2% | -42.5% | +89.7% | +58.0% |
| 10Y | +213.0% | +88.8% | +124.2% | +138.4% |
| All | +1,123.3% | +6,253.0% | -5,129.7% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling