+2,413.6%
IBM vs FITB
+2,855.6%
-442.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | -4.7% | +5.0% | +1.1% |
| 3M | -21.6% | +6.7% | -28.3% | -22.6% |
| 6M | -4.7% | +12.6% | -17.2% | -6.9% |
| YTD | -19.1% | +19.1% | -38.2% | -21.8% |
| 1Y | -2.5% | +22.6% | -25.1% | -6.3% |
| 3Y | +74.2% | +127.1% | -53.0% | +48.5% |
| 5Y | +113.1% | +71.8% | +41.3% | +87.8% |
| 10Y | +133.5% | +287.2% | -153.6% | +73.1% |
| All | +2,413.6% | +2,855.6% | -442.0% | +1,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling