+44.9%
IR vs FIS
-71.2%
+116.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.2% |
| 7D | +2.5% | +2.8% | -0.3% | +1.7% |
| 30D | +9.2% | -16.7% | +25.9% | +12.2% |
| 3M | +0.9% | -32.3% | +33.2% | +9.2% |
| 6M | +19.2% | -29.1% | +48.3% | +26.9% |
| YTD | +7.5% | -54.1% | +61.6% | +28.4% |
| 1Y | +11.7% | -53.7% | +65.5% | +33.1% |
| 3Y | +23.9% | -38.8% | +62.8% | +36.4% |
| All | +44.9% | -71.2% | +116.1% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling