+340.0%
IR vs FIS
-59.1%
+399.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +1.5% | -27.4% | +28.9% | +12.3% |
| 30D | +9.0% | -16.8% | +25.9% | +14.0% |
| 3M | -0.9% | -32.6% | +31.8% | +12.2% |
| 6M | +13.4% | -33.4% | +46.8% | +28.0% |
| YTD | +8.5% | -56.0% | +64.5% | +43.8% |
| 1Y | +11.3% | -55.1% | +66.3% | +46.2% |
| 3Y | +26.0% | -41.4% | +67.4% | +44.3% |
| 5Y | +47.9% | -72.7% | +120.5% | +132.0% |
| All | +340.0% | -59.1% | +399.1% | +487.0% |
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