-40.9%
FIS vs IBN
+312.2%
-353.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | -9.1% | -5.1% | -4.0% | -7.7% |
| 30D | -10.4% | -3.5% | -6.9% | -9.5% |
| 3M | -3.7% | +11.3% | -15.0% | -6.7% |
| 6M | -24.8% | +4.4% | -29.2% | -25.9% |
| YTD | -41.6% | -1.8% | -39.8% | -41.4% |
| 1Y | -42.7% | -8.0% | -34.8% | -41.6% |
| 3Y | -26.2% | +27.1% | -53.3% | -32.3% |
| 5Y | -66.1% | +54.5% | -120.6% | -70.8% |
| 10Y | -40.9% | +314.2% | -355.1% | -57.8% |
| All | -40.9% | +312.2% | -353.1% | -57.8% |
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