+376.5%
FIS vs IRM
+2,556.1%
-2,179.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.5% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | -2.2% | -8.1% | +5.9% | +0.3% |
| 3M | +2.1% | -9.7% | +11.8% | +4.9% |
| 6M | -14.7% | +10.0% | -24.7% | -18.5% |
| YTD | -35.7% | +43.0% | -78.7% | -44.2% |
| 1Y | -37.1% | +32.7% | -69.7% | -44.3% |
| 3Y | -20.0% | +102.7% | -122.7% | -40.3% |
| 5Y | -62.1% | +187.6% | -249.7% | -75.4% |
| 10Y | -37.4% | +420.1% | -457.5% | -68.5% |
| All | +376.5% | +2,556.1% | -2,179.6% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling