+284.9%
IR vs FITB
+214.2%
+70.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | -13.6% | -4.5% | -9.1% | -11.6% |
| 3M | +3.7% | +5.7% | -2.0% | +0.7% |
| 6M | -13.1% | +17.1% | -30.2% | -19.8% |
| YTD | -5.1% | +18.3% | -23.5% | -13.1% |
| 1Y | -6.5% | +23.9% | -30.4% | -16.4% |
| 3Y | +8.5% | +131.1% | -122.6% | -30.3% |
| 5Y | +43.3% | +71.1% | -27.8% | +3.9% |
| All | +284.9% | +214.2% | +70.6% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling