+211.1%
INTU vs FIS
-40.5%
+251.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -0.8% |
| 7D | -7.5% | -3.5% | -4.1% | -5.7% |
| 30D | -1.9% | -7.8% | +5.9% | +2.8% |
| 3M | +4.9% | +0.8% | +4.0% | +4.5% |
| 6M | -33.2% | -21.9% | -11.3% | -23.3% |
| YTD | -51.4% | -39.5% | -11.9% | -35.6% |
| 1Y | -52.0% | -41.0% | -11.0% | -35.8% |
| 3Y | -40.7% | -23.6% | -17.1% | -34.4% |
| 5Y | -41.7% | -65.6% | +23.9% | +1.3% |
| 10Y | +211.1% | -40.2% | +251.3% | +286.8% |
| All | +211.1% | -40.5% | +251.6% | +286.8% |
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