-26.5%
FIS vs ITOT
+75.4%
-101.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -9.1% | -0.4% | -8.7% | -8.8% |
| 30D | -10.4% | -1.6% | -8.9% | -9.5% |
| 3M | -3.7% | +3.5% | -7.2% | -5.9% |
| 6M | -24.8% | +13.1% | -37.9% | -30.8% |
| YTD | -41.6% | +12.7% | -54.3% | -46.0% |
| 1Y | -42.7% | +18.3% | -61.0% | -48.9% |
| All | -26.5% | +75.4% | -101.9% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling