-37.4%
FISV vs IBB
+39.3%
-76.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +1.4% | -0.5% | +2.0% | +1.7% |
| 30D | +38.4% | +4.6% | +33.9% | +35.6% |
| 3M | +14.9% | +6.8% | +8.1% | +11.1% |
| 6M | +21.8% | +23.1% | -1.3% | +10.1% |
| YTD | -5.0% | +26.0% | -31.1% | -15.3% |
| 1Y | -1.2% | +30.4% | -31.5% | -13.4% |
| 3Y | -47.5% | +85.4% | -133.0% | -62.2% |
| All | -37.4% | +39.3% | -76.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling