-47.5%
FISV vs IBB
+86.1%
-133.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | +38.4% | +4.6% | +33.9% | +36.5% |
| 3M | +14.9% | +6.8% | +8.1% | +12.3% |
| 6M | +21.8% | +23.1% | -1.3% | +13.3% |
| YTD | -5.0% | +26.0% | -31.1% | -12.6% |
| 1Y | -1.2% | +30.4% | -31.5% | -10.1% |
| 3Y | -47.5% | +85.4% | -133.0% | -55.2% |
| All | -47.5% | +86.1% | -133.6% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling