-3.5%
IR vs FITB
+23.7%
-27.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.2% |
| 30D | -15.1% | -4.7% | -10.4% | -12.4% |
| 3M | +6.1% | +6.7% | -0.6% | +1.4% |
| 6M | -16.8% | +12.6% | -29.4% | -23.6% |
| YTD | -3.5% | +19.1% | -22.7% | -14.5% |
| 1Y | -3.5% | +22.6% | -26.1% | -18.0% |
| All | -3.5% | +23.7% | -27.1% | -18.0% |
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