+247.6%
FIS vs IT
+2,020.9%
-1,773.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.6% | +6.0% |
| 7D | +1.5% | -6.8% | +8.4% | +3.8% |
| 30D | -11.8% | -0.6% | -11.3% | -12.1% |
| 3M | -28.5% | +3.1% | -31.6% | -29.9% |
| 6M | -27.0% | +25.5% | -52.5% | -34.0% |
| YTD | -53.1% | -23.5% | -29.6% | -50.7% |
| 1Y | -52.8% | -16.6% | -36.1% | -51.8% |
| 3Y | -37.5% | -53.1% | +15.6% | -25.4% |
| 5Y | -71.1% | -41.4% | -29.6% | -68.4% |
| 10Y | -52.0% | +90.9% | -143.0% | -65.4% |
| All | +247.6% | +2,020.9% | -1,773.3% | +23.2% |
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 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