-32.5%
FIS vs IVZ
+3.2%
-35.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -6.2% |
| 7D | -3.5% | +5.1% | -8.6% | -2.8% |
| 30D | -19.4% | -1.6% | -17.9% | -19.0% |
| 3M | -31.6% | -9.1% | -22.4% | -30.7% |
| 6M | -32.5% | +1.8% | -34.3% | -32.6% |
| All | -32.5% | +3.2% | -35.7% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling