-55.0%
FIS vs IBN
+391.8%
-446.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | -27.4% | +15.8% | -43.2% | -30.7% |
| 30D | -16.8% | +25.1% | -41.9% | -22.4% |
| 3M | -32.6% | +16.0% | -48.6% | -35.8% |
| 6M | -33.4% | +32.8% | -66.2% | -39.0% |
| YTD | -56.0% | +18.0% | -74.1% | -58.4% |
| 1Y | -55.1% | +15.9% | -71.0% | -57.3% |
| 3Y | -41.4% | +57.6% | -99.1% | -49.9% |
| 5Y | -72.7% | +74.7% | -147.3% | -77.4% |
| All | -55.0% | +391.8% | -446.9% | -69.7% |
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