-71.9%
FIS vs IBN
+70.2%
-142.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -2.0% |
| 7D | -29.4% | +14.6% | -44.0% | -33.3% |
| 30D | -16.7% | +23.5% | -40.3% | -23.7% |
| 3M | -33.0% | +14.0% | -47.0% | -36.6% |
| 6M | -33.3% | +31.1% | -64.5% | -40.4% |
| YTD | -56.0% | +16.6% | -72.6% | -58.8% |
| 1Y | -54.6% | +14.9% | -69.5% | -57.3% |
| 3Y | -40.6% | +56.9% | -97.5% | -53.7% |
| 5Y | -71.9% | +69.7% | -141.6% | -80.3% |
| All | -71.9% | +70.2% | -142.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling