-51.1%
FIS vs IT
-17.9%
-33.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.1% | -24.1% |
| 7D | -18.4% | -5.5% | -13.0% | -17.3% |
| 30D | -11.4% | +10.3% | -21.7% | -14.4% |
| 3M | -32.0% | +11.5% | -43.5% | -34.8% |
| 6M | -35.6% | +40.3% | -75.9% | -43.9% |
| YTD | -53.8% | -17.9% | -35.9% | -52.6% |
| 1Y | -51.1% | -8.8% | -42.3% | -51.0% |
| All | -51.1% | -17.9% | -33.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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