-29.9%
INTU vs FIS
-39.8%
+9.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -2.8% |
| 7D | +0.1% | -25.5% | +25.6% | +10.5% |
| 30D | +15.4% | -15.1% | +30.5% | +19.0% |
| 3M | +6.6% | -32.1% | +38.7% | +23.4% |
| 6M | -11.3% | -36.1% | +24.8% | +5.3% |
| YTD | -47.7% | -55.4% | +7.7% | -28.8% |
| 1Y | -47.0% | -53.9% | +6.9% | -28.6% |
| 3Y | -29.9% | -39.8% | +9.8% | -17.1% |
| All | -29.9% | -39.8% | +9.9% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling