+11,131.7%
FISV vs IP
+364.8%
+10,766.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 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% | -9.4% |
| 6M | -15.3% | -10.2% | -5.1% | -14.0% |
| YTD | -21.1% | -2.0% | -19.1% | -22.3% |
| 1Y | -61.1% | -19.1% | -42.0% | -58.9% |
| 3Y | -56.8% | +20.9% | -77.7% | -60.8% |
| 5Y | -54.2% | -17.8% | -36.4% | -53.9% |
| 10Y | +1.6% | +23.5% | -21.9% | -12.9% |
| All | +11,131.7% | +364.8% | +10,766.9% | +5,084.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling