+3,021.0%
FISV vs IT
+5,645.5%
-2,624.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -2.2% |
| 7D | -1.6% | -9.1% | +7.6% | +0.7% |
| 30D | -3.0% | -7.0% | +4.1% | -1.4% |
| 3M | -3.5% | +7.6% | -11.2% | -6.0% |
| 6M | -19.4% | +2.1% | -21.5% | -20.7% |
| YTD | -24.3% | -31.6% | +7.3% | -18.5% |
| 1Y | -62.4% | -29.9% | -32.5% | -59.8% |
| 3Y | -58.2% | -51.3% | -6.9% | -52.3% |
| 5Y | -56.5% | -44.8% | -11.7% | -52.3% |
| 10Y | -0.5% | +91.4% | -91.9% | -18.4% |
| All | +3,021.0% | +5,645.5% | -2,624.5% | +1,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling