+2,521.8%
IBM vs FITB
+2,780.8%
-259.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -5.0% | -1.5% | -3.4% | -4.7% |
| 30D | +11.1% | +5.8% | +5.3% | +10.0% |
| 3M | +5.7% | -6.1% | +11.8% | +6.9% |
| 6M | +10.1% | +5.9% | +4.2% | +8.9% |
| YTD | -15.6% | +16.1% | -31.7% | -18.0% |
| 1Y | -19.5% | +28.8% | -48.4% | -23.3% |
| 3Y | +80.4% | +126.0% | -45.6% | +54.2% |
| 5Y | +140.0% | +45.3% | +94.7% | +118.0% |
| 10Y | +155.0% | +255.4% | -100.4% | +91.7% |
| All | +2,521.8% | +2,780.8% | -259.0% | +1,119.2% |
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