+166.6%
FIS vs IAG
+299.6%
-133.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.1% | -1.0% | -5.9% |
| 7D | -3.5% | -2.1% | -1.4% | -3.5% |
| 30D | -19.4% | -6.2% | -13.2% | -19.4% |
| 3M | -31.6% | -5.1% | -26.4% | -31.7% |
| 6M | -32.5% | -10.0% | -22.6% | -32.6% |
| YTD | -56.0% | +3.9% | -59.9% | -56.7% |
| 1Y | -55.5% | +18.9% | -74.4% | -56.6% |
| 3Y | -41.3% | +651.8% | -693.1% | -49.3% |
| 5Y | -72.3% | +416.3% | -488.5% | -76.1% |
| 10Y | -55.0% | +377.4% | -432.4% | -62.5% |
| All | +166.6% | +299.6% | -133.0% | +100.6% |
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