+1,042.0%
FITB vs IVZ
+1,117.8%
-75.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -4.7% | +4.0% | -8.7% | -6.8% |
| 3M | +6.7% | +18.2% | -11.5% | -3.2% |
| 6M | +12.6% | +32.8% | -20.3% | -4.4% |
| YTD | +19.1% | +28.7% | -9.6% | +2.2% |
| 1Y | +22.6% | +55.4% | -32.7% | -5.0% |
| 3Y | +127.1% | +135.2% | -8.1% | +37.3% |
| 5Y | +71.8% | +64.2% | +7.6% | +22.5% |
| 10Y | +287.2% | +64.6% | +222.6% | +158.5% |
| All | +1,042.0% | +1,117.8% | -75.8% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling