+131.6%
IBM vs FITB
+285.0%
-153.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | -1.5% | -4.5% | +3.0% | -0.1% |
| 3M | -16.8% | +5.7% | -22.4% | -18.3% |
| 6M | -9.0% | +17.1% | -26.1% | -13.8% |
| YTD | -20.1% | +18.3% | -38.4% | -24.5% |
| 1Y | -7.0% | +23.9% | -30.9% | -13.6% |
| 3Y | +72.4% | +131.1% | -58.7% | +29.0% |
| 5Y | +112.0% | +71.1% | +40.9% | +68.5% |
| 10Y | +131.6% | +283.9% | -152.3% | +33.0% |
| All | +131.6% | +285.0% | -153.5% | +33.0% |
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