-55.7%
FIS vs IVZ
+26.0%
-81.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +2.2% | -29.6% | -27.6% |
| 30D | -16.8% | -2.2% | -14.7% | -16.5% |
| 3M | -32.6% | -8.4% | -24.2% | -31.6% |
| 6M | -33.4% | +6.2% | -39.6% | -34.7% |
| YTD | -56.0% | +12.4% | -68.4% | -56.9% |
| All | -55.7% | +26.0% | -81.7% | -57.6% |
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