+348.4%
FIS vs ITW
+1,341.7%
-993.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.6% |
| 7D | -3.5% | -0.4% | -3.0% | -3.2% |
| 30D | -7.8% | -9.4% | +1.6% | -2.6% |
| 3M | +0.8% | +7.1% | -6.3% | -3.2% |
| 6M | -21.9% | -1.9% | -20.0% | -21.7% |
| YTD | -39.5% | +10.4% | -49.9% | -43.7% |
| 1Y | -41.0% | +3.3% | -44.3% | -43.1% |
| 3Y | -23.6% | +21.0% | -44.6% | -33.2% |
| 5Y | -65.6% | +36.3% | -101.9% | -72.3% |
| 10Y | -40.2% | +185.8% | -226.0% | -69.4% |
| All | +348.4% | +1,341.7% | -993.3% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling