-38.4%
FIS vs IP
+12.9%
-51.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.6% |
| 7D | -21.2% | -5.0% | -16.2% | -20.5% |
| 30D | -12.1% | +6.5% | -18.6% | -13.1% |
| 3M | -30.6% | -18.0% | -12.6% | -28.4% |
| 6M | -35.5% | +10.3% | -45.8% | -36.7% |
| YTD | -54.4% | -9.9% | -44.5% | -54.0% |
| 1Y | -52.9% | -1.1% | -51.8% | -53.4% |
| All | -38.4% | +12.9% | -51.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling