+345.2%
IR vs FITB
+216.0%
+129.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.4% |
| 7D | +5.0% | -1.1% | +6.1% | +5.6% |
| 30D | +10.3% | +7.3% | +3.0% | +6.3% |
| 3M | -0.1% | -4.0% | +3.9% | +1.9% |
| 6M | +14.8% | +11.9% | +2.9% | +8.0% |
| YTD | +9.7% | +19.0% | -9.2% | +0.1% |
| 1Y | +12.2% | +31.0% | -18.8% | -2.5% |
| 3Y | +30.0% | +143.8% | -113.8% | -18.4% |
| 5Y | +46.8% | +48.9% | -2.1% | +14.5% |
| All | +345.2% | +216.0% | +129.2% | +121.6% |
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 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