-40.6%
FIS vs IJH
+184.0%
-224.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -7.9% | -1.9% | -6.0% | -6.5% |
| 30D | -8.0% | -4.6% | -3.3% | -4.4% |
| 3M | +0.6% | -1.2% | +1.8% | +1.3% |
| 6M | -22.2% | +9.4% | -31.6% | -28.3% |
| YTD | -40.8% | +13.3% | -54.1% | -47.0% |
| 1Y | -41.5% | +13.4% | -54.9% | -47.8% |
| 3Y | -25.5% | +50.4% | -75.9% | -48.4% |
| 5Y | -64.8% | +49.0% | -113.7% | -75.4% |
| All | -40.6% | +184.0% | -224.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling