+238.2%
FIS vs IP
+149.5%
+88.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | 0.0% |
| 7D | -21.2% | -5.0% | -16.2% | -20.0% |
| 30D | -12.1% | +6.5% | -18.6% | -14.0% |
| 3M | -30.6% | -18.0% | -12.6% | -26.4% |
| 6M | -35.5% | +10.3% | -45.8% | -38.3% |
| YTD | -54.4% | -9.9% | -44.5% | -54.1% |
| 1Y | -52.9% | -1.1% | -51.8% | -54.2% |
| 3Y | -38.7% | +13.0% | -51.7% | -45.3% |
| 5Y | -70.4% | -12.3% | -58.2% | -71.5% |
| 10Y | -52.8% | +26.8% | -79.6% | -61.6% |
| All | +238.2% | +149.5% | +88.7% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling