-53.9%
FIS vs IP
-0.2%
-53.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.4% |
| 7D | -25.5% | -5.1% | -20.4% | -24.9% |
| 30D | -15.1% | +8.5% | -23.6% | -16.1% |
| 3M | -32.1% | -13.8% | -18.3% | -30.9% |
| 6M | -36.1% | +5.7% | -41.8% | -36.2% |
| YTD | -55.4% | -9.1% | -46.3% | -55.3% |
| 1Y | -53.9% | -0.8% | -53.1% | -54.6% |
| All | -53.9% | -0.2% | -53.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling