+10,269.2%
FISV vs IFF
+830.6%
+9,438.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.2% | -2.8% | -4.4% | -6.2% |
| 30D | -7.2% | -1.1% | -6.1% | -6.8% |
| 3M | -8.2% | +13.8% | -22.0% | -12.7% |
| 6M | -17.7% | +16.7% | -34.4% | -23.6% |
| YTD | -27.2% | +26.1% | -53.3% | -34.6% |
| 1Y | -63.0% | +33.5% | -96.5% | -67.3% |
| 3Y | -59.8% | +31.6% | -91.4% | -65.3% |
| 5Y | -55.8% | -34.9% | -20.9% | -52.2% |
| 10Y | -2.4% | -20.3% | +17.9% | -7.3% |
| All | +10,269.2% | +830.6% | +9,438.6% | +4,054.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling