+131.6%
IBM vs FIS
-40.5%
+172.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | +0.9% |
| 7D | +0.3% | -3.5% | +3.8% | +1.5% |
| 30D | -1.5% | -7.8% | +6.3% | +1.2% |
| 3M | -16.8% | +0.8% | -17.6% | -17.0% |
| 6M | -9.0% | -21.9% | +12.9% | -1.0% |
| YTD | -20.1% | -39.5% | +19.4% | -5.2% |
| 1Y | -7.0% | -41.0% | +34.0% | +10.9% |
| 3Y | +72.4% | -23.6% | +96.0% | +84.6% |
| 5Y | +112.0% | -65.6% | +177.6% | +197.3% |
| 10Y | +131.6% | -40.2% | +171.8% | +163.1% |
| All | +131.6% | -40.5% | +172.1% | +163.1% |
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