-13.3%
IBM vs FITB
+36.9%
-50.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | +0.4% | +2.3% | -1.9% | -0.5% |
| 30D | +14.8% | +7.7% | +7.1% | +11.2% |
| 3M | +8.9% | -4.5% | +13.4% | +10.7% |
| 6M | +12.4% | +12.5% | 0.0% | +6.9% |
| YTD | -12.4% | +19.8% | -32.2% | -16.5% |
| 1Y | -13.3% | +34.1% | -47.4% | -22.1% |
| All | -13.3% | +36.9% | -50.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling