+144.8%
IBM vs FITB
+208.7%
-63.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +6.8% | +7.3% | -0.6% | +4.3% |
| 3M | +4.4% | -6.3% | +10.7% | +6.5% |
| 6M | +13.2% | +12.6% | +0.6% | +8.8% |
| YTD | -15.1% | +18.0% | -33.1% | -19.8% |
| 1Y | -20.2% | +28.9% | -49.1% | -26.7% |
| 3Y | +79.3% | +139.4% | -60.1% | +32.9% |
| 5Y | +147.5% | +47.2% | +100.2% | +107.5% |
| All | +144.8% | +208.7% | -63.9% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling