+149.9%
IBM vs FIS
-54.6%
+204.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.9% |
| 7D | -2.5% | -29.4% | +26.9% | +7.8% |
| 30D | +8.4% | -16.7% | +25.1% | +12.8% |
| 3M | +4.5% | -33.0% | +37.4% | +17.1% |
| 6M | +7.9% | -33.3% | +41.2% | +21.5% |
| YTD | -15.2% | -56.0% | +40.8% | +9.6% |
| 1Y | -17.6% | -54.6% | +37.0% | +5.4% |
| 3Y | +82.1% | -40.6% | +122.7% | +108.4% |
| 5Y | +143.3% | -71.9% | +215.3% | +252.1% |
| 10Y | +149.9% | -55.3% | +205.2% | +205.6% |
| All | +149.9% | -54.6% | +204.5% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling