-52.4%
FIS vs IT
+90.0%
-142.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | -16.7% | -1.8% | -14.9% | -16.6% |
| 3M | -32.3% | +4.8% | -37.1% | -34.2% |
| 6M | -29.1% | +33.0% | -62.1% | -38.3% |
| YTD | -54.1% | -23.8% | -30.3% | -51.3% |
| 1Y | -53.7% | -16.5% | -37.2% | -52.6% |
| 3Y | -38.8% | -53.6% | +14.8% | -23.9% |
| 5Y | -71.1% | -42.1% | -29.0% | -68.2% |
| All | -52.4% | +90.0% | -142.3% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling