-53.7%
FIS vs IRE
-97.5%
+43.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.1% | -5.4% | +6.9% |
| 7D | +1.5% | -15.1% | +16.6% | +1.5% |
| 30D | -11.8% | -71.4% | +59.5% | -13.8% |
| 3M | -28.5% | -81.2% | +52.6% | -30.5% |
| 6M | -27.0% | -93.7% | +66.7% | -29.2% |
| YTD | -53.1% | -92.2% | +39.1% | -54.6% |
| 1Y | -52.8% | -97.3% | +44.5% | -53.9% |
| All | -53.7% | -97.5% | +43.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling