-55.5%
FIS vs IT
+88.3%
-143.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -27.4% | -7.5% | -19.9% | -25.5% |
| 30D | -16.8% | -1.2% | -15.7% | -17.0% |
| 3M | -32.6% | -2.2% | -30.4% | -32.9% |
| 6M | -33.4% | +19.1% | -52.5% | -39.6% |
| YTD | -56.0% | -25.1% | -30.9% | -53.0% |
| 1Y | -55.1% | -17.4% | -37.7% | -53.9% |
| 3Y | -41.4% | -54.1% | +12.7% | -27.0% |
| 5Y | -72.7% | -42.7% | -30.0% | -69.8% |
| 10Y | -55.5% | +88.1% | -143.6% | -71.7% |
| All | -55.5% | +88.3% | -143.7% | -71.7% |
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