-34.1%
INTU vs FIS
-38.7%
+4.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -1.2% |
| 7D | +0.1% | +2.8% | -2.8% | -1.3% |
| 30D | +10.1% | -16.7% | +26.8% | +14.7% |
| 3M | -4.2% | -32.3% | +28.1% | +11.1% |
| 6M | -7.2% | -29.1% | +21.8% | +5.0% |
| YTD | -47.7% | -54.1% | +6.4% | -29.7% |
| 1Y | -46.7% | -53.7% | +7.0% | -28.6% |
| 3Y | -34.1% | -38.8% | +4.8% | -22.5% |
| All | -34.1% | -38.7% | +4.6% | -22.5% |
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