+438.8%
FISV vs IAG
+368.9%
+69.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -4.0% |
| 7D | -1.6% | +4.3% | -5.8% | -1.7% |
| 30D | -3.0% | +9.8% | -12.7% | -3.4% |
| 3M | -3.5% | +28.9% | -32.4% | -4.8% |
| 6M | -19.4% | -7.6% | -11.8% | -19.5% |
| YTD | -24.3% | +22.0% | -46.2% | -25.6% |
| 1Y | -62.4% | +99.5% | -161.9% | -64.0% |
| 3Y | -58.2% | +818.3% | -876.4% | -63.2% |
| 5Y | -56.5% | +785.9% | -842.4% | -62.4% |
| 10Y | -0.5% | +381.1% | -381.6% | -14.6% |
| All | +438.8% | +368.9% | +69.9% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling