-65.6%
FIS vs IT
-44.6%
-21.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.4% | +1.5% | -3.5% |
| 7D | -3.5% | -9.1% | +5.7% | -0.4% |
| 30D | -7.8% | -7.0% | -0.8% | -5.9% |
| 3M | +0.8% | +7.6% | -6.8% | -3.3% |
| 6M | -21.9% | +2.1% | -24.0% | -24.3% |
| YTD | -39.5% | -31.6% | -7.9% | -33.3% |
| 1Y | -41.0% | -29.9% | -11.1% | -36.0% |
| 3Y | -23.6% | -51.3% | +27.7% | -8.8% |
| 5Y | -65.6% | -44.8% | -20.8% | -64.2% |
| All | -65.6% | -44.6% | -21.0% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling