-52.0%
FIS vs IAG
+370.6%
-422.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +6.8% |
| 7D | +1.5% | +3.4% | -1.9% | +1.4% |
| 30D | -11.8% | -2.7% | -9.1% | -11.8% |
| 3M | -28.5% | -0.5% | -28.0% | -28.7% |
| 6M | -27.0% | -4.8% | -22.2% | -27.1% |
| YTD | -53.1% | +9.6% | -62.7% | -53.7% |
| 1Y | -52.8% | +32.2% | -84.9% | -53.9% |
| 3Y | -37.5% | +692.5% | -730.0% | -45.6% |
| 5Y | -71.1% | +447.6% | -518.6% | -75.2% |
| 10Y | -52.0% | +403.3% | -455.4% | -58.3% |
| All | -52.0% | +370.6% | -422.6% | -58.3% |
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