+115.5%
IBM vs FITB
+71.5%
+44.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.3% | -4.7% | +5.0% | +1.5% |
| 3M | -21.6% | +6.7% | -28.3% | -23.0% |
| 6M | -4.7% | +12.6% | -17.2% | -8.0% |
| YTD | -19.1% | +19.1% | -38.2% | -22.9% |
| 1Y | -2.5% | +22.6% | -25.1% | -7.9% |
| 3Y | +74.2% | +127.1% | -53.0% | +40.6% |
| All | +115.5% | +71.5% | +44.0% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling