+9.1%
IR vs FITB
+36.9%
-27.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.5% |
| 7D | +11.6% | +2.3% | +9.2% | +9.8% |
| 30D | +7.2% | +7.7% | -0.5% | +1.7% |
| 3M | -5.9% | -4.5% | -1.4% | -2.8% |
| 6M | +11.5% | +12.5% | -1.0% | +1.5% |
| YTD | +6.3% | +19.8% | -13.4% | -9.4% |
| 1Y | +9.1% | +34.1% | -25.1% | -15.6% |
| All | +9.1% | +36.9% | -27.8% | -15.6% |
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