+141.1%
FITB vs IVZ
+147.9%
-6.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -0.6% | -2.8% | +2.2% | +0.5% |
| 30D | +7.0% | -2.2% | +9.2% | +7.7% |
| 3M | -4.8% | -8.1% | +3.3% | -1.5% |
| 6M | +13.5% | +3.8% | +9.8% | +10.0% |
| YTD | +19.1% | +11.5% | +7.6% | +10.1% |
| 1Y | +30.8% | +23.7% | +7.1% | +14.2% |
| All | +141.1% | +147.9% | -6.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling