-25.6%
FIS vs IJH
+48.6%
-74.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -8.9% | -2.5% | -6.4% | -7.6% |
| 30D | -9.9% | -5.0% | -4.9% | -7.2% |
| 3M | 0.0% | +0.5% | -0.6% | -0.6% |
| 6M | -22.9% | +8.2% | -31.1% | -27.1% |
| YTD | -40.9% | +12.5% | -53.3% | -45.5% |
| 1Y | -40.4% | +14.4% | -54.8% | -45.8% |
| All | -25.6% | +48.6% | -74.2% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling