-40.9%
FIS vs IRM
+418.7%
-459.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -9.1% | +3.0% | -12.1% | -9.9% |
| 30D | -10.4% | -5.2% | -5.2% | -9.1% |
| 3M | -3.7% | -8.0% | +4.3% | -1.8% |
| 6M | -24.8% | +9.2% | -33.9% | -27.9% |
| YTD | -41.6% | +41.0% | -82.6% | -48.9% |
| 1Y | -42.7% | +23.3% | -66.0% | -48.0% |
| 3Y | -26.2% | +102.8% | -129.1% | -45.4% |
| 5Y | -66.1% | +192.8% | -258.9% | -78.4% |
| 10Y | -40.9% | +439.6% | -480.5% | -70.7% |
| All | -40.9% | +418.7% | -459.6% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling