+289.3%
FIS vs IAG
+377.5%
-88.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -2.2% | +28.9% | -31.1% | -3.6% |
| 3M | +2.1% | +19.1% | -17.0% | +0.9% |
| 6M | -14.7% | -10.3% | -4.4% | -14.7% |
| YTD | -35.7% | +24.2% | -59.9% | -37.1% |
| 1Y | -37.1% | +116.5% | -153.6% | -40.5% |
| 3Y | -20.0% | +742.8% | -762.8% | -31.1% |
| 5Y | -62.1% | +753.3% | -815.5% | -68.1% |
| 10Y | -37.4% | +403.2% | -440.6% | -47.9% |
| All | +289.3% | +377.5% | -88.1% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling