+555.7%
IYR vs FIS
+374.5%
+181.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -2.9% | -2.2% | -0.6% | -2.2% |
| 3M | +0.8% | +2.1% | -1.3% | -0.7% |
| 6M | +1.9% | -14.7% | +16.5% | +7.0% |
| YTD | +9.6% | -35.7% | +45.3% | +28.9% |
| 1Y | +8.1% | -37.1% | +45.1% | +27.8% |
| 3Y | +29.2% | -20.0% | +49.2% | +34.9% |
| 5Y | +4.3% | -62.1% | +66.4% | +41.2% |
| 10Y | +64.7% | -37.4% | +102.1% | +73.2% |
| All | +555.7% | +374.5% | +181.2% | +220.7% |
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 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