-27.0%
FIS vs IRE
-93.7%
+66.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.1% | -5.4% | +7.1% |
| 7D | +1.5% | -15.1% | +16.6% | +1.5% |
| 30D | -11.8% | -71.4% | +59.5% | -15.4% |
| 3M | -28.5% | -81.2% | +52.6% | -32.2% |
| 6M | -27.0% | -93.7% | +66.7% | -31.8% |
| All | -27.0% | -93.7% | +66.7% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling