+206.5%
FITB vs IVZ
+43.7%
+162.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | -0.3% |
| 7D | +2.8% | +7.6% | -4.9% | -1.8% |
| 30D | +9.8% | +4.3% | +5.5% | +6.4% |
| 3M | -5.2% | -9.3% | +4.2% | -0.1% |
| 6M | +17.3% | +5.2% | +12.1% | +11.4% |
| YTD | +19.3% | +13.4% | +5.8% | +6.6% |
| 1Y | +32.7% | +25.4% | +7.3% | +11.1% |
| 3Y | +141.6% | +152.5% | -10.9% | +23.0% |
| 5Y | +48.9% | +36.7% | +12.2% | +9.2% |
| All | +206.5% | +43.7% | +162.8% | +79.4% |
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