-56.6%
FIS vs IRE
-97.7%
+41.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | -0.4% |
| 7D | -27.4% | -41.9% | +14.5% | -28.0% |
| 30D | -16.8% | -75.1% | +58.2% | -18.9% |
| 3M | -32.6% | -82.4% | +49.8% | -34.6% |
| 6M | -33.4% | -95.5% | +62.1% | -35.6% |
| YTD | -56.0% | -93.1% | +37.0% | -57.5% |
| 1Y | -55.1% | -97.8% | +42.7% | -56.2% |
| All | -56.6% | -97.7% | +41.1% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling