-54.9%
FIS vs IRE
-98.0%
+43.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -33.9% | +32.7% | -1.9% |
| 7D | -21.2% | -57.1% | +36.0% | -22.4% |
| 30D | -12.1% | -84.4% | +72.4% | -15.3% |
| 3M | -30.6% | -85.0% | +54.3% | -32.9% |
| 6M | -35.5% | -95.2% | +59.8% | -37.8% |
| YTD | -54.4% | -93.9% | +39.6% | -56.1% |
| 1Y | -52.9% | -98.8% | +46.0% | -53.8% |
| All | -54.9% | -98.0% | +43.1% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling