-53.1%
FISV vs IFF
-35.8%
-17.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | 0.0% | -0.3% | +0.3% | +0.1% |
| 3M | -2.8% | +8.4% | -11.2% | -4.8% |
| 6M | -11.8% | +23.0% | -34.9% | -17.1% |
| YTD | -23.2% | +25.5% | -48.7% | -28.5% |
| 1Y | -62.0% | +29.1% | -91.1% | -64.8% |
| 3Y | -57.6% | +31.7% | -89.3% | -61.8% |
| All | -53.1% | -35.8% | -17.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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