+226.1%
FIS vs IBN
+4,402.9%
-4,176.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.7% |
| 7D | -29.4% | +14.6% | -44.0% | -31.7% |
| 30D | -16.7% | +23.5% | -40.3% | -20.7% |
| 3M | -33.0% | +14.0% | -47.0% | -35.1% |
| 6M | -33.3% | +31.1% | -64.5% | -37.4% |
| YTD | -56.0% | +16.6% | -72.6% | -57.7% |
| 1Y | -54.6% | +14.9% | -69.5% | -56.2% |
| 3Y | -40.6% | +56.9% | -97.5% | -46.9% |
| 5Y | -71.9% | +69.7% | -141.6% | -75.4% |
| 10Y | -55.3% | +365.4% | -420.7% | -69.5% |
| All | +226.1% | +4,402.9% | -4,176.8% | +25.1% |
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