-55.9%
FIS vs IRE
-97.2%
+41.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -1.4% |
| 7D | -25.5% | -27.2% | +1.7% | -25.6% |
| 30D | -15.1% | -75.1% | +60.1% | -17.2% |
| 3M | -32.1% | -77.9% | +45.7% | -33.7% |
| 6M | -36.1% | -94.6% | +58.5% | -37.9% |
| YTD | -55.4% | -91.5% | +36.1% | -56.7% |
| 1Y | -53.9% | -97.8% | +43.9% | -54.7% |
| All | -55.9% | -97.2% | +41.3% | -57.0% |
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