+226.1%
FIS vs IT
+1,999.1%
-1,773.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -29.4% | -18.8% | -10.6% | -24.9% |
| 30D | -16.7% | -0.1% | -16.7% | -17.1% |
| 3M | -33.0% | +2.9% | -35.9% | -34.3% |
| 6M | -33.3% | +20.4% | -53.7% | -38.9% |
| YTD | -56.0% | -24.3% | -31.7% | -53.6% |
| 1Y | -54.6% | -17.2% | -37.4% | -53.6% |
| 3Y | -40.6% | -52.4% | +11.8% | -29.5% |
| 5Y | -71.9% | -43.7% | -28.2% | -69.0% |
| 10Y | -55.3% | +90.3% | -145.6% | -67.8% |
| All | +226.1% | +1,999.1% | -1,773.0% | +15.9% |
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