+337.2%
IR vs FIS
-59.1%
+396.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +2.5% |
| 7D | +4.3% | -3.5% | +7.8% | +5.3% |
| 30D | +8.1% | -19.4% | +27.5% | +14.2% |
| 3M | +0.7% | -31.6% | +32.3% | +13.0% |
| 6M | +16.6% | -32.5% | +49.2% | +30.6% |
| YTD | +7.8% | -56.0% | +63.8% | +42.5% |
| 1Y | +9.9% | -55.5% | +65.5% | +44.7% |
| 3Y | +25.2% | -41.3% | +66.5% | +42.9% |
| 5Y | +46.8% | -72.3% | +119.0% | +127.9% |
| All | +337.2% | -59.1% | +396.3% | +481.6% |
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