-53.9%
FISV vs IP
-17.2%
-36.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -0.3% | -5.3% | +4.9% | +1.3% |
| 30D | -2.1% | -10.9% | +8.8% | +1.3% |
| 3M | -5.7% | +11.2% | -16.9% | -9.6% |
| 6M | -15.3% | -10.2% | -5.1% | -13.4% |
| YTD | -21.1% | -2.0% | -19.1% | -22.0% |
| 1Y | -61.1% | -19.1% | -42.0% | -58.5% |
| 3Y | -56.8% | +20.9% | -77.7% | -60.6% |
| All | -53.9% | -17.2% | -36.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling