-51.1%
FIS vs IBN
+4.2%
-55.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.8% | -27.4% | -24.4% |
| 7D | -18.4% | +8.9% | -27.3% | -20.5% |
| 30D | -11.4% | +12.6% | -24.0% | -14.6% |
| 3M | -32.0% | +3.1% | -35.1% | -32.7% |
| 6M | -35.6% | +20.6% | -56.2% | -38.6% |
| YTD | -53.8% | +5.8% | -59.6% | -53.1% |
| 1Y | -51.1% | +3.7% | -54.7% | -50.4% |
| All | -51.1% | +4.2% | -55.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling