-55.0%
FIS vs IVZ
+45.7%
-100.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +2.2% | -29.6% | -28.4% |
| 30D | -16.8% | -2.2% | -14.7% | -17.0% |
| 3M | -32.6% | -8.4% | -24.2% | -31.3% |
| 6M | -33.4% | +6.2% | -39.6% | -35.8% |
| YTD | -56.0% | +12.4% | -68.4% | -58.7% |
| 1Y | -55.1% | +26.0% | -81.1% | -59.4% |
| 3Y | -41.4% | +147.9% | -189.3% | -59.6% |
| 5Y | -72.7% | +38.8% | -111.4% | -77.6% |
| All | -55.0% | +45.7% | -100.7% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling