-51.1%
FIS vs IEF
-1.9%
-49.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.5% | -24.2% | -23.8% |
| 7D | -18.4% | +0.9% | -19.3% | -18.7% |
| 30D | -11.4% | +3.1% | -14.5% | -12.7% |
| 3M | -32.0% | -1.4% | -30.6% | -32.1% |
| 6M | -35.6% | -1.6% | -34.0% | -35.8% |
| YTD | -53.8% | -2.1% | -51.7% | -53.6% |
| 1Y | -51.1% | -2.0% | -49.1% | -50.9% |
| All | -51.1% | -1.9% | -49.1% | -50.9% |
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