-50.2%
FISV vs IOT
+54.1%
-104.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -2.7% | -4.5% | +1.8% | -2.0% |
| 30D | 0.0% | -2.4% | +2.5% | +0.4% |
| 3M | -2.8% | +19.0% | -21.8% | -5.4% |
| 6M | -11.8% | +19.6% | -31.5% | -14.5% |
| YTD | -23.2% | +8.3% | -31.5% | -25.0% |
| 1Y | -62.0% | -0.8% | -61.2% | -62.6% |
| 3Y | -57.6% | +24.4% | -82.0% | -60.6% |
| All | -50.2% | +54.1% | -104.4% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling