-40.9%
FIS vs IT
+88.4%
-129.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | -9.1% | -9.1% | +0.1% | -5.9% |
| 30D | -10.4% | -12.2% | +1.7% | -6.3% |
| 3M | -3.7% | +7.8% | -11.5% | -8.2% |
| 6M | -24.8% | +2.0% | -26.7% | -27.3% |
| YTD | -41.6% | -32.7% | -8.8% | -34.5% |
| 1Y | -42.7% | -31.1% | -11.6% | -37.0% |
| 3Y | -26.2% | -52.1% | +25.9% | -9.9% |
| 5Y | -66.1% | -46.3% | -19.8% | -61.6% |
| 10Y | -40.9% | +91.4% | -132.2% | -60.0% |
| All | -40.9% | +88.4% | -129.3% | -60.0% |
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 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