-20.2%
IBM vs FIS
-55.3%
+35.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | +0.8% |
| 7D | -0.3% | -3.5% | +3.2% | +0.8% |
| 30D | +6.8% | -19.4% | +26.2% | +10.2% |
| 3M | +4.4% | -31.6% | +36.0% | +18.8% |
| 6M | +13.2% | -32.5% | +45.7% | +30.1% |
| YTD | -15.1% | -56.0% | +40.8% | +25.0% |
| 1Y | -20.2% | -55.5% | +35.4% | +17.2% |
| All | -20.2% | -55.3% | +35.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling