+2.0%
FISV vs IAG
+427.6%
-425.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | 0.0% | +12.1% | -12.1% | -0.3% |
| 3M | -2.8% | +25.5% | -28.3% | -3.6% |
| 6M | -11.8% | -7.1% | -4.7% | -11.8% |
| YTD | -23.2% | +22.9% | -46.1% | -24.2% |
| 1Y | -62.0% | +83.3% | -145.3% | -63.2% |
| 3Y | -57.6% | +808.5% | -866.1% | -62.0% |
| 5Y | -53.4% | +838.0% | -891.4% | -59.1% |
| All | +2.0% | +427.6% | -425.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling