-56.5%
FIS vs IRE
-97.3%
+40.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -29.4% | -15.5% | -13.9% | -29.3% |
| 30D | -16.7% | -70.4% | +53.6% | -18.5% |
| 3M | -33.0% | -81.6% | +48.6% | -34.9% |
| 6M | -33.3% | -94.7% | +61.4% | -35.3% |
| YTD | -56.0% | -91.8% | +35.8% | -57.3% |
| 1Y | -54.6% | -97.6% | +43.0% | -55.5% |
| All | -56.5% | -97.3% | +40.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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