-40.6%
FIS vs IBN
+56.2%
-96.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.7% |
| 7D | -29.4% | +14.6% | -44.0% | -31.4% |
| 30D | -16.7% | +23.5% | -40.3% | -20.6% |
| 3M | -33.0% | +14.0% | -47.0% | -34.9% |
| 6M | -33.3% | +31.1% | -64.5% | -37.2% |
| YTD | -56.0% | +16.6% | -72.6% | -57.4% |
| 1Y | -54.6% | +14.9% | -69.5% | -55.9% |
| 3Y | -40.6% | +56.9% | -97.5% | -46.2% |
| All | -40.6% | +56.2% | -96.8% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling