-51.1%
FIS vs IRM
+19.5%
-70.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.7% | -25.4% | -23.4% |
| 7D | -18.4% | +2.6% | -21.0% | -18.1% |
| 30D | -11.4% | +5.6% | -17.0% | -10.8% |
| 3M | -32.0% | -4.7% | -27.3% | -31.9% |
| 6M | -35.6% | -6.1% | -29.5% | -35.6% |
| YTD | -53.8% | +46.3% | -100.1% | -54.8% |
| 1Y | -51.1% | +18.7% | -69.8% | -52.0% |
| All | -51.1% | +19.5% | -70.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling