+2.8%
FISV vs IP
+23.4%
-20.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | -0.3% | -5.3% | +4.9% | +1.6% |
| 30D | -2.1% | -10.9% | +8.8% | +1.9% |
| 3M | -5.7% | +11.2% | -16.9% | -10.3% |
| 6M | -15.3% | -10.2% | -5.1% | -13.6% |
| YTD | -21.1% | -2.0% | -19.1% | -22.5% |
| 1Y | -61.1% | -19.1% | -42.0% | -58.3% |
| 3Y | -56.8% | +20.9% | -77.7% | -62.0% |
| 5Y | -54.2% | -17.8% | -36.4% | -53.5% |
| All | +2.8% | +23.4% | -20.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling