+13,225.4%
FISV vs IP
+331.0%
+12,894.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +25.7% | -5.1% | +30.8% | +27.4% |
| 30D | +38.8% | +8.5% | +30.3% | +35.1% |
| 3M | +16.2% | -13.8% | +30.0% | +21.0% |
| 6M | +12.1% | +5.7% | +6.3% | +8.8% |
| YTD | -6.4% | -9.1% | +2.7% | -6.0% |
| 1Y | +2.0% | -0.8% | +2.8% | -0.3% |
| 3Y | -47.4% | +14.8% | -62.2% | -51.7% |
| 5Y | -37.3% | -11.5% | -25.8% | -38.4% |
| 10Y | +28.4% | +27.9% | +0.5% | +8.9% |
| All | +13,225.4% | +331.0% | +12,894.5% | +6,173.5% |
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