-3.0%
FISV vs IBB
+122.2%
-125.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.9% |
| 7D | -6.4% | -3.9% | -2.5% | -4.5% |
| 30D | -6.8% | +2.7% | -9.6% | -8.3% |
| 3M | -10.0% | +21.4% | -31.3% | -18.8% |
| 6M | -20.6% | +20.1% | -40.7% | -28.2% |
| YTD | -27.6% | +21.9% | -49.4% | -35.1% |
| 1Y | -64.3% | +44.1% | -108.5% | -70.7% |
| 3Y | -60.0% | +63.4% | -123.3% | -69.9% |
| 5Y | -57.7% | +19.8% | -77.5% | -62.9% |
| 10Y | -3.0% | +127.0% | -130.0% | -38.3% |
| All | -3.0% | +122.2% | -125.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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