-37.5%
FIS vs ROIV
+384.4%
-421.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.7% |
| 7D | +1.5% | +9.5% | -8.0% | +1.3% |
| 30D | -11.8% | +21.0% | -32.8% | -12.4% |
| 3M | -28.5% | +18.7% | -47.3% | -29.1% |
| 6M | -27.0% | +44.5% | -71.5% | -29.7% |
| YTD | -53.1% | +92.9% | -146.0% | -57.0% |
| 1Y | -52.8% | +100.2% | -153.0% | -57.0% |
| All | -37.5% | +384.4% | -421.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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