+561.1%
IYR vs FIS
+238.5%
+322.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | +6.6% | -16.7% | +23.3% | +11.6% |
| 3M | -1.8% | -32.3% | +30.5% | +11.4% |
| 6M | +1.4% | -29.1% | +30.5% | +12.1% |
| YTD | +10.5% | -54.1% | +64.7% | +44.5% |
| 1Y | +10.6% | -53.7% | +64.3% | +43.9% |
| 3Y | +41.8% | -38.8% | +80.7% | +60.1% |
| 5Y | +6.0% | -71.1% | +77.1% | +55.5% |
| 10Y | +86.7% | -53.1% | +139.8% | +113.8% |
| All | +561.1% | +238.5% | +322.6% | +259.5% |
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 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