-55.3%
FIS vs IP
+31.6%
-87.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.3% |
| 7D | -29.4% | -3.0% | -26.4% | -28.8% |
| 30D | -16.7% | +10.6% | -27.4% | -19.7% |
| 3M | -33.0% | -13.6% | -19.4% | -30.0% |
| 6M | -33.3% | +10.4% | -43.7% | -36.3% |
| YTD | -56.0% | -6.5% | -49.5% | -56.3% |
| 1Y | -54.6% | -2.1% | -52.5% | -55.7% |
| 3Y | -40.6% | +22.0% | -62.6% | -50.3% |
| 5Y | -71.9% | -9.7% | -62.2% | -73.7% |
| 10Y | -55.3% | +26.8% | -82.1% | -63.3% |
| All | -55.3% | +31.6% | -87.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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