+291.3%
IR vs FIS
-40.2%
+331.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -15.1% | -2.2% | -12.9% | -14.5% |
| 3M | +6.1% | +2.1% | +3.9% | +4.4% |
| 6M | -16.8% | -14.7% | -2.1% | -12.7% |
| YTD | -3.5% | -35.7% | +32.2% | +13.5% |
| 1Y | -3.5% | -37.1% | +33.6% | +14.3% |
| 3Y | +9.5% | -20.0% | +29.5% | +14.5% |
| 5Y | +45.1% | -62.1% | +107.2% | +107.6% |
| All | +291.3% | -40.2% | +331.5% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling