+1,135.0%
FITB vs IT
+6,105.9%
-4,970.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.2% |
| 7D | +0.6% | -6.0% | +6.6% | +2.4% |
| 30D | -4.7% | 0.0% | -4.7% | -5.1% |
| 3M | +6.7% | +13.1% | -6.4% | +0.8% |
| 6M | +12.6% | +11.7% | +0.9% | +5.4% |
| YTD | +19.1% | -26.1% | +45.2% | +24.4% |
| 1Y | +22.6% | -21.3% | +43.9% | +24.8% |
| 3Y | +127.1% | -46.7% | +173.9% | +154.3% |
| 5Y | +71.8% | -40.5% | +112.3% | +83.8% |
| 10Y | +287.2% | +103.9% | +183.3% | +191.7% |
| All | +1,135.0% | +6,105.9% | -4,970.8% | +488.2% |
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