-55.5%
FIS vs IRM
+481.3%
-536.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | -5.1% | -22.3% | -26.6% |
| 30D | -16.8% | -3.3% | -13.6% | -16.6% |
| 3M | -32.6% | -8.2% | -24.5% | -31.6% |
| 6M | -33.4% | -12.8% | -20.6% | -31.7% |
| YTD | -56.0% | +36.6% | -92.7% | -61.6% |
| 1Y | -55.1% | +11.9% | -67.0% | -58.1% |
| 3Y | -41.4% | +105.1% | -146.5% | -57.5% |
| 5Y | -72.7% | +182.4% | -255.0% | -82.6% |
| 10Y | -55.5% | +505.1% | -560.6% | -78.5% |
| All | -55.5% | +481.3% | -536.8% | -78.5% |
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