-54.7%
FIS vs IRE
-98.1%
+43.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -14.4% | +18.5% | +3.9% |
| 7D | +2.8% | -31.8% | +34.7% | +2.2% |
| 30D | -16.7% | -71.8% | +55.0% | -18.4% |
| 3M | -32.3% | -88.9% | +56.6% | -34.9% |
| 6M | -29.1% | -95.4% | +66.3% | -31.5% |
| YTD | -54.1% | -94.2% | +40.1% | -55.8% |
| 1Y | -53.7% | -97.1% | +43.4% | -55.3% |
| All | -54.7% | -98.1% | +43.4% | -56.1% |
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