-40.6%
FIS vs ITOT
+303.4%
-344.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.6% |
| 7D | -7.9% | -0.9% | -7.0% | -7.1% |
| 30D | -8.0% | -1.5% | -6.5% | -6.6% |
| 3M | +0.6% | +3.6% | -3.0% | -3.0% |
| 6M | -22.2% | +13.7% | -35.9% | -31.8% |
| YTD | -40.8% | +12.9% | -53.7% | -47.7% |
| 1Y | -41.5% | +17.2% | -58.7% | -50.3% |
| 3Y | -25.5% | +75.6% | -101.1% | -58.7% |
| 5Y | -64.8% | +75.5% | -140.3% | -80.4% |
| All | -40.6% | +303.4% | -344.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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