-58.2%
FISV vs IBB
+64.8%
-123.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | -3.0% | +4.9% | -7.8% | -4.6% |
| 3M | -3.5% | +24.2% | -27.8% | -10.7% |
| 6M | -19.4% | +23.8% | -43.2% | -25.5% |
| YTD | -24.3% | +23.0% | -47.2% | -29.9% |
| 1Y | -62.4% | +46.2% | -108.5% | -67.2% |
| 3Y | -58.2% | +64.8% | -123.0% | -65.8% |
| All | -58.2% | +64.8% | -123.0% | -65.8% |
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