-37.4%
FIS vs IP
+23.2%
-60.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | +1.1% | -5.3% | +6.4% | +2.8% |
| 30D | -2.2% | -10.9% | +8.6% | +1.3% |
| 3M | +2.1% | +11.2% | -9.0% | -2.1% |
| 6M | -14.7% | -10.2% | -4.4% | -13.0% |
| YTD | -35.7% | -2.0% | -33.7% | -36.9% |
| 1Y | -37.1% | -19.1% | -18.0% | -34.3% |
| 3Y | -20.0% | +20.9% | -40.9% | -32.2% |
| 5Y | -62.1% | -17.8% | -44.3% | -63.0% |
| All | -37.4% | +23.2% | -60.6% | -51.7% |
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