-51.1%
FIS vs IVZ
+30.5%
-81.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.2% | -27.8% | -24.0% |
| 7D | -18.4% | +2.6% | -21.1% | -18.6% |
| 30D | -11.4% | -3.5% | -7.9% | -10.6% |
| 3M | -32.0% | -7.4% | -24.6% | -30.9% |
| 6M | -35.6% | +14.7% | -50.3% | -38.2% |
| YTD | -53.8% | +14.6% | -68.4% | -54.8% |
| 1Y | -51.1% | +30.7% | -81.8% | -53.4% |
| All | -51.1% | +30.5% | -81.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling