-70.8%
FIS vs ITOT
+63.9%
-134.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.5% |
| 7D | +2.8% | +2.5% | +0.3% | +0.8% |
| 30D | -16.7% | -1.7% | -15.0% | -16.1% |
| 3M | -32.3% | -3.4% | -28.9% | -30.9% |
| 6M | -29.1% | +2.1% | -31.2% | -31.1% |
| YTD | -54.1% | +11.5% | -65.6% | -58.9% |
| 1Y | -53.7% | +13.6% | -67.3% | -59.2% |
| 3Y | -38.8% | +77.2% | -116.1% | -66.0% |
| All | -70.8% | +63.9% | -134.7% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling