-6.5%
IR vs FIS
-40.6%
+34.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -1.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.0% |
| 30D | -13.6% | -7.8% | -5.8% | -12.9% |
| 3M | +3.7% | +0.8% | +2.8% | +3.6% |
| 6M | -13.1% | -21.9% | +8.8% | -11.1% |
| YTD | -5.1% | -39.5% | +34.4% | +3.5% |
| 1Y | -6.5% | -41.0% | +34.5% | +1.7% |
| All | -6.5% | -40.6% | +34.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling