-7.0%
IBM vs FITB
+23.3%
-30.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.3% | +2.8% | -2.5% | -0.8% |
| 30D | -1.5% | -4.5% | +3.0% | +0.2% |
| 3M | -16.8% | +5.7% | -22.4% | -18.4% |
| 6M | -9.0% | +17.1% | -26.1% | -14.8% |
| YTD | -20.1% | +18.3% | -38.4% | -23.5% |
| 1Y | -7.0% | +23.9% | -30.9% | -13.5% |
| All | -7.0% | +23.3% | -30.3% | -13.5% |
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 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