-23.6%
FIS vs IAG
+797.8%
-821.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.9% |
| 7D | -3.5% | +4.3% | -7.7% | -3.5% |
| 30D | -7.8% | +9.8% | -17.6% | -7.9% |
| 3M | +0.8% | +28.9% | -28.1% | +0.6% |
| 6M | -21.9% | -7.6% | -14.3% | -21.6% |
| YTD | -39.5% | +22.0% | -61.4% | -40.0% |
| 1Y | -41.0% | +99.5% | -140.5% | -43.1% |
| 3Y | -23.6% | +818.3% | -841.9% | -36.1% |
| All | -23.6% | +797.8% | -821.4% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling