+700.6%
IYR vs FITB
+192.6%
+508.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +0.6% | -1.9% | -1.4% |
| 30D | -2.9% | -4.7% | +1.9% | -1.5% |
| 3M | +0.8% | +6.7% | -5.8% | -1.2% |
| 6M | +1.9% | +12.6% | -10.7% | -1.9% |
| YTD | +9.6% | +19.1% | -9.5% | +3.6% |
| 1Y | +8.1% | +22.6% | -14.6% | +1.0% |
| 3Y | +29.2% | +127.1% | -97.9% | -0.4% |
| 5Y | +4.3% | +71.8% | -67.5% | -15.1% |
| 10Y | +64.7% | +287.2% | -222.5% | -2.0% |
| All | +700.6% | +192.6% | +508.0% | +290.6% |
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 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