-64.8%
FIS vs ITOT
+71.8%
-136.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | -8.9% | -2.0% | -6.9% | -7.3% |
| 30D | -9.9% | -2.0% | -8.0% | -8.4% |
| 3M | 0.0% | +4.5% | -4.6% | -4.0% |
| 6M | -22.9% | +12.6% | -35.5% | -31.0% |
| YTD | -40.9% | +12.0% | -52.9% | -46.7% |
| 1Y | -40.4% | +17.3% | -57.7% | -48.6% |
| 3Y | -25.4% | +75.2% | -100.6% | -57.5% |
| 5Y | -64.8% | +74.0% | -138.8% | -80.7% |
| All | -64.8% | +71.8% | -136.7% | -80.7% |
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 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