-61.1%
FISV vs IOT
+14.9%
-75.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.4% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -2.1% | +3.8% | -5.8% | -3.1% |
| 3M | -5.7% | +14.2% | -19.9% | -9.4% |
| 6M | -15.3% | +40.1% | -55.5% | -22.7% |
| YTD | -21.1% | +13.4% | -34.5% | -26.4% |
| 1Y | -61.1% | +12.2% | -73.2% | -63.0% |
| All | -61.1% | +14.9% | -75.9% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling