+1,910.5%
INTU vs FIS
+374.5%
+1,536.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -7.1% | +1.1% | -8.2% | -7.5% |
| 30D | +1.5% | -2.2% | +3.7% | +2.5% |
| 3M | +10.7% | +2.1% | +8.5% | +9.8% |
| 6M | -23.8% | -14.7% | -9.2% | -18.4% |
| YTD | -49.3% | -35.7% | -13.6% | -38.7% |
| 1Y | -49.7% | -37.1% | -12.6% | -38.7% |
| 3Y | -38.0% | -20.0% | -18.0% | -33.4% |
| 5Y | -38.7% | -62.1% | +23.4% | -13.1% |
| 10Y | +221.3% | -37.4% | +258.7% | +282.1% |
| All | +1,910.5% | +374.5% | +1,536.0% | +1,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling