-64.8%
FIS vs ITW
+35.1%
-99.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -8.9% | -2.4% | -6.5% | -7.7% |
| 30D | -9.9% | -9.5% | -0.4% | -5.2% |
| 3M | 0.0% | +6.6% | -6.7% | -3.5% |
| 6M | -22.9% | -1.8% | -21.1% | -22.7% |
| YTD | -40.9% | +9.0% | -49.9% | -44.6% |
| 1Y | -40.4% | +3.6% | -44.0% | -42.6% |
| 3Y | -25.4% | +19.4% | -44.8% | -34.9% |
| 5Y | -64.8% | +36.4% | -101.2% | -74.1% |
| All | -64.8% | +35.1% | -99.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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