+225.8%
FIS vs IBN
+4,459.1%
-4,233.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.4% |
| 7D | -27.4% | +15.8% | -43.2% | -29.9% |
| 30D | -16.8% | +25.1% | -41.9% | -21.0% |
| 3M | -32.6% | +16.0% | -48.6% | -35.0% |
| 6M | -33.4% | +32.8% | -66.2% | -37.6% |
| YTD | -56.0% | +18.0% | -74.1% | -57.8% |
| 1Y | -55.1% | +15.9% | -71.0% | -56.7% |
| 3Y | -41.4% | +57.6% | -99.1% | -47.6% |
| 5Y | -72.7% | +74.7% | -147.3% | -76.1% |
| 10Y | -55.5% | +373.9% | -429.4% | -69.7% |
| All | +225.8% | +4,459.1% | -4,233.3% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling