-39.0%
FISV vs IP
-15.4%
-23.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +31.8% | +6.7% | +25.1% | +28.8% |
| 3M | +19.3% | -16.6% | +35.8% | +25.4% |
| 6M | +12.1% | +6.0% | +6.1% | +8.5% |
| YTD | -8.4% | -10.7% | +2.2% | -7.2% |
| 1Y | -4.5% | -6.7% | +2.2% | -4.9% |
| 3Y | -49.4% | +17.1% | -66.5% | -53.5% |
| 5Y | -39.0% | -14.6% | -24.4% | -37.2% |
| All | -39.0% | -15.4% | -23.6% | -37.2% |
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