-52.4%
FIS vs IBN
+385.6%
-437.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +2.8% | +1.9% | +1.0% | +2.3% |
| 30D | -16.7% | +22.1% | -38.8% | -21.8% |
| 3M | -32.3% | +17.1% | -49.4% | -35.6% |
| 6M | -29.1% | +35.5% | -64.6% | -35.4% |
| YTD | -54.1% | +16.8% | -70.9% | -56.5% |
| 1Y | -53.7% | +12.4% | -66.1% | -55.6% |
| 3Y | -38.8% | +58.0% | -96.9% | -47.7% |
| 5Y | -71.1% | +73.7% | -144.8% | -76.1% |
| All | -52.4% | +385.6% | -437.9% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling