-23.6%
FIS vs IVZ
+140.4%
-164.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.3% |
| 7D | -3.5% | +1.1% | -4.5% | -3.7% |
| 30D | -7.8% | +3.1% | -10.9% | -8.6% |
| 3M | +0.8% | +18.2% | -17.3% | -3.9% |
| 6M | -21.9% | +38.6% | -60.5% | -29.3% |
| YTD | -39.5% | +25.9% | -65.4% | -43.7% |
| 1Y | -41.0% | +51.7% | -92.7% | -48.0% |
| 3Y | -23.6% | +138.7% | -162.3% | -46.7% |
| All | -23.6% | +140.4% | -164.0% | -46.7% |
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