-37.1%
FIS vs IEF
-0.2%
-36.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -2.2% | -0.8% | -1.4% | -1.9% |
| 3M | +2.1% | -1.0% | +3.1% | +2.3% |
| 6M | -14.7% | -2.8% | -11.9% | -13.4% |
| YTD | -35.7% | -1.5% | -34.2% | -35.2% |
| 1Y | -37.1% | -0.4% | -36.6% | -36.1% |
| All | -37.1% | -0.2% | -36.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling