-38.8%
FIS vs IVZ
+150.4%
-189.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +2.8% | +6.8% | -4.0% | +1.4% |
| 30D | -16.7% | +3.5% | -20.3% | -17.8% |
| 3M | -32.3% | -10.0% | -22.3% | -30.9% |
| 6M | -29.1% | +4.5% | -33.5% | -30.6% |
| YTD | -54.1% | +12.6% | -66.7% | -56.1% |
| 1Y | -53.7% | +24.4% | -78.1% | -56.9% |
| 3Y | -38.8% | +150.6% | -189.4% | -57.0% |
| All | -38.8% | +150.4% | -189.2% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling