+376.5%
FIS vs IT
+1,948.6%
-1,572.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.6% |
| 7D | +1.1% | -6.0% | +7.1% | +3.0% |
| 30D | -2.2% | 0.0% | -2.2% | -2.5% |
| 3M | +2.1% | +13.1% | -10.9% | -3.4% |
| 6M | -14.7% | +11.7% | -26.4% | -19.5% |
| YTD | -35.7% | -26.1% | -9.6% | -31.2% |
| 1Y | -37.1% | -21.3% | -15.8% | -34.5% |
| 3Y | -20.0% | -46.7% | +26.7% | -8.1% |
| 5Y | -62.1% | -40.5% | -21.6% | -58.7% |
| 10Y | -37.4% | +103.9% | -141.3% | -55.4% |
| All | +376.5% | +1,948.6% | -1,572.1% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling