+284.9%
IR vs FIS
-43.7%
+328.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +0.7% |
| 7D | +0.6% | -3.5% | +4.1% | +1.9% |
| 30D | -13.6% | -7.8% | -5.8% | -11.0% |
| 3M | +3.7% | +0.8% | +2.8% | +2.5% |
| 6M | -13.1% | -21.9% | +8.8% | -5.4% |
| YTD | -5.1% | -39.5% | +34.4% | +14.3% |
| 1Y | -6.5% | -41.0% | +34.5% | +13.5% |
| 3Y | +8.5% | -23.6% | +32.1% | +15.4% |
| 5Y | +43.3% | -65.6% | +108.9% | +114.8% |
| All | +284.9% | -43.7% | +328.6% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling