+284.0%
FITB vs IVZ
+65.9%
+218.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.3% | -2.4% | +2.1% | +1.2% |
| 30D | -5.7% | +3.0% | -8.7% | -7.5% |
| 3M | +3.2% | +14.9% | -11.7% | -6.3% |
| 6M | +23.4% | +36.7% | -13.3% | -0.2% |
| YTD | +18.8% | +25.7% | -6.9% | +0.4% |
| 1Y | +25.0% | +47.7% | -22.7% | -5.0% |
| 3Y | +131.2% | +138.8% | -7.6% | +23.3% |
| 5Y | +70.7% | +62.1% | +8.6% | +12.5% |
| All | +284.0% | +65.9% | +218.1% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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