-55.8%
FISV vs IAG
+796.9%
-852.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -7.2% | -4.1% | -3.1% | -7.1% |
| 30D | -7.2% | +10.6% | -17.8% | -7.6% |
| 3M | -8.2% | +35.4% | -43.5% | -9.5% |
| 6M | -17.7% | -9.5% | -8.2% | -17.4% |
| YTD | -27.2% | +21.8% | -49.0% | -28.4% |
| 1Y | -63.0% | +84.1% | -147.1% | -64.7% |
| 3Y | -59.8% | +817.4% | -877.1% | -66.0% |
| 5Y | -55.8% | +830.1% | -885.9% | -64.2% |
| All | -55.8% | +796.9% | -852.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling