+235.3%
INTU vs FIS
-54.6%
+289.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -3.9% | -29.4% | +25.5% | +12.7% |
| 30D | +11.7% | -16.7% | +28.5% | +19.2% |
| 3M | +4.5% | -33.0% | +37.4% | +26.2% |
| 6M | -13.9% | -33.3% | +19.5% | +4.2% |
| YTD | -48.2% | -56.0% | +7.8% | -20.8% |
| 1Y | -47.1% | -54.6% | +7.4% | -20.6% |
| 3Y | -32.5% | -40.6% | +8.1% | -17.0% |
| 5Y | -42.6% | -71.9% | +29.4% | +7.2% |
| 10Y | +235.3% | -55.3% | +290.6% | +372.8% |
| All | +235.3% | -54.6% | +289.9% | +372.8% |
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