+226.3%
FIS vs IVZ
+98.8%
+127.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -5.9% |
| 7D | -3.5% | +5.1% | -8.6% | -5.1% |
| 30D | -19.4% | -1.6% | -17.9% | -19.7% |
| 3M | -31.6% | -9.1% | -22.4% | -30.1% |
| 6M | -32.5% | +1.8% | -34.3% | -34.1% |
| YTD | -56.0% | +10.8% | -66.8% | -58.4% |
| 1Y | -55.5% | +19.1% | -74.7% | -59.0% |
| 3Y | -41.3% | +144.4% | -185.7% | -58.6% |
| 5Y | -72.3% | +33.6% | -105.8% | -76.6% |
| 10Y | -55.0% | +41.7% | -96.6% | -66.5% |
| All | +226.3% | +98.8% | +127.6% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling