+115.5%
IBM vs FIS
-62.1%
+177.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +0.3% | -2.2% | +2.5% | +0.8% |
| 3M | -21.6% | +2.1% | -23.7% | -22.0% |
| 6M | -4.7% | -14.7% | +10.0% | -1.3% |
| YTD | -19.1% | -35.7% | +16.6% | -11.5% |
| 1Y | -2.5% | -37.1% | +34.6% | +6.9% |
| 3Y | +74.2% | -20.0% | +94.2% | +82.9% |
| All | +115.5% | -62.1% | +177.6% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling