+149.9%
IBM vs FITB
+247.7%
-97.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | +8.4% | +7.3% | +1.0% | +5.9% |
| 3M | +4.5% | -4.0% | +8.5% | +5.7% |
| 6M | +7.9% | +11.9% | -4.0% | +3.9% |
| YTD | -15.2% | +19.0% | -34.2% | -20.1% |
| 1Y | -17.6% | +31.0% | -48.6% | -24.7% |
| 3Y | +82.1% | +143.8% | -61.7% | +34.2% |
| 5Y | +143.3% | +48.9% | +94.5% | +103.3% |
| 10Y | +149.9% | +236.6% | -86.7% | +53.5% |
| All | +149.9% | +247.7% | -97.8% | +53.5% |
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