+343.5%
IBM vs FIS
+229.2%
+114.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.1% |
| 7D | -5.0% | -25.5% | +20.5% | +3.0% |
| 30D | +11.1% | -15.1% | +26.2% | +15.1% |
| 3M | +5.7% | -32.1% | +37.8% | +17.7% |
| 6M | +10.1% | -36.1% | +46.2% | +25.3% |
| YTD | -15.6% | -55.4% | +39.8% | +8.1% |
| 1Y | -19.5% | -53.9% | +34.3% | +1.9% |
| 3Y | +80.4% | -39.8% | +120.1% | +105.4% |
| 5Y | +140.0% | -71.1% | +211.1% | +230.9% |
| 10Y | +155.0% | -53.8% | +208.8% | +197.1% |
| All | +343.5% | +229.2% | +114.3% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling