-40.6%
FIS vs IAG
+755.2%
-795.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -1.2% |
| 7D | -29.4% | +24.0% | -53.4% | -29.0% |
| 30D | -16.7% | +5.5% | -22.3% | -16.2% |
| 3M | -33.0% | +8.3% | -41.3% | -32.5% |
| 6M | -33.3% | +6.1% | -39.4% | -32.8% |
| YTD | -56.0% | +20.3% | -76.3% | -56.0% |
| 1Y | -54.6% | +56.5% | -111.0% | -55.2% |
| 3Y | -40.6% | +762.6% | -803.2% | -49.2% |
| All | -40.6% | +755.2% | -795.8% | -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 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