-40.6%
FIS vs IRM
+104.5%
-145.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.4% | -1.9% |
| 7D | -29.4% | -3.8% | -25.7% | -29.2% |
| 30D | -16.7% | -3.2% | -13.5% | -16.6% |
| 3M | -33.0% | -7.8% | -25.2% | -32.4% |
| 6M | -33.3% | -12.7% | -20.6% | -32.3% |
| YTD | -56.0% | +36.7% | -92.7% | -60.3% |
| 1Y | -54.6% | +10.0% | -64.6% | -56.6% |
| 3Y | -40.6% | +107.2% | -147.9% | -57.7% |
| All | -40.6% | +104.5% | -145.1% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling