+2.0%
FISV vs IT
+103.1%
-101.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.2% | +3.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.2% |
| 30D | 0.0% | +0.1% | 0.0% | -0.2% |
| 3M | -2.8% | +20.7% | -23.5% | -11.4% |
| 6M | -11.8% | +12.0% | -23.8% | -17.8% |
| YTD | -23.2% | -28.8% | +5.6% | -14.8% |
| 1Y | -62.0% | -25.5% | -36.5% | -58.7% |
| 3Y | -57.6% | -48.8% | -8.9% | -49.0% |
| 5Y | -53.4% | -42.7% | -10.7% | -48.1% |
| All | +2.0% | +103.1% | -101.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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