-55.8%
FISV vs IT
-46.1%
-9.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -7.2% | -12.7% | +5.5% | -2.8% |
| 30D | -7.2% | -8.9% | +1.7% | -4.3% |
| 3M | -8.2% | +10.1% | -18.3% | -12.6% |
| 6M | -17.7% | +7.3% | -25.0% | -21.3% |
| YTD | -27.2% | -32.4% | +5.2% | -19.2% |
| 1Y | -63.0% | -26.6% | -36.3% | -60.0% |
| 3Y | -59.8% | -51.8% | -7.9% | -52.0% |
| 5Y | -55.8% | -45.6% | -10.2% | -52.9% |
| All | -55.8% | -46.1% | -9.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling