-65.4%
FIS vs IJH
+48.0%
-113.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.6% |
| 7D | -9.0% | -1.9% | -7.1% | -7.6% |
| 30D | -9.0% | -4.6% | -4.4% | -5.7% |
| 3M | -0.5% | -1.2% | +0.6% | +0.1% |
| 6M | -23.1% | +9.4% | -32.5% | -29.0% |
| YTD | -41.5% | +13.3% | -54.8% | -47.6% |
| 1Y | -42.2% | +13.4% | -55.6% | -48.4% |
| 3Y | -26.3% | +50.4% | -76.8% | -50.1% |
| All | -65.4% | +48.0% | -113.4% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling