-40.7%
FIS vs IAG
+423.2%
-463.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.3% |
| 7D | -8.9% | -4.1% | -4.8% | -8.8% |
| 30D | -9.9% | +10.6% | -20.5% | -10.3% |
| 3M | 0.0% | +35.4% | -35.4% | -1.4% |
| 6M | -22.9% | -9.5% | -13.4% | -22.8% |
| YTD | -40.9% | +21.8% | -62.7% | -41.9% |
| 1Y | -40.4% | +84.1% | -124.6% | -42.8% |
| 3Y | -25.4% | +817.4% | -842.7% | -35.4% |
| 5Y | -64.8% | +830.1% | -894.9% | -70.3% |
| All | -40.7% | +423.2% | -463.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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