+348.4%
FIS vs IJH
+950.5%
-602.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.4% |
| 7D | -3.5% | +1.0% | -4.5% | -4.2% |
| 30D | -7.8% | -3.1% | -4.7% | -5.4% |
| 3M | +0.8% | +1.9% | -1.1% | -1.0% |
| 6M | -21.9% | +11.0% | -32.9% | -29.0% |
| YTD | -39.5% | +14.7% | -54.2% | -46.5% |
| 1Y | -41.0% | +15.6% | -56.6% | -48.3% |
| 3Y | -23.6% | +52.5% | -76.2% | -47.6% |
| 5Y | -65.6% | +49.1% | -114.7% | -75.9% |
| 10Y | -40.2% | +177.7% | -217.9% | -75.7% |
| All | +348.4% | +950.5% | -602.1% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling