-38.1%
INTU vs FIS
-19.7%
-18.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.9% |
| 7D | -7.1% | +1.1% | -8.2% | -7.6% |
| 30D | +1.5% | -2.2% | +3.7% | +2.6% |
| 3M | +10.7% | +2.1% | +8.5% | +9.6% |
| 6M | -23.8% | -14.7% | -9.2% | -18.2% |
| YTD | -49.3% | -35.7% | -13.6% | -39.6% |
| 1Y | -49.7% | -37.1% | -12.6% | -39.7% |
| All | -38.1% | -19.7% | -18.5% | -37.0% |
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