-36.5%
FIS vs IRE
-84.4%
+47.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -0.6% |
| 7D | +1.1% | +54.8% | -53.7% | +2.2% |
| 30D | -2.2% | +18.4% | -20.6% | -1.5% |
| 3M | +2.1% | -66.7% | +68.9% | +2.3% |
| 6M | -14.7% | -52.3% | +37.6% | -14.3% |
| YTD | -35.7% | -52.3% | +16.6% | -35.5% |
| All | -36.5% | -84.4% | +47.9% | -36.0% |
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