-42.2%
INTU vs FIS
-71.2%
+29.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -2.8% |
| 7D | +0.1% | -25.5% | +25.6% | +11.5% |
| 30D | +15.4% | -15.1% | +30.5% | +20.5% |
| 3M | +6.6% | -32.1% | +38.7% | +24.3% |
| 6M | -11.3% | -36.1% | +24.8% | +6.2% |
| YTD | -47.7% | -55.4% | +7.7% | -26.2% |
| 1Y | -47.0% | -53.9% | +6.9% | -26.3% |
| 3Y | -29.9% | -39.8% | +9.8% | -16.9% |
| All | -42.2% | -71.2% | +29.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling