+44.1%
IR vs FIS
-71.2%
+115.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | +3.7% | -25.5% | +29.1% | +9.8% |
| 30D | +7.4% | -15.1% | +22.5% | +9.9% |
| 3M | -5.9% | -32.1% | +26.2% | +1.7% |
| 6M | +5.6% | -36.1% | +41.6% | +15.4% |
| YTD | +4.8% | -55.4% | +60.2% | +26.1% |
| 1Y | +6.9% | -53.9% | +60.8% | +27.4% |
| 3Y | +27.6% | -39.8% | +67.3% | +40.9% |
| All | +44.1% | -71.2% | +115.3% | +91.5% |
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