-53.1%
FISV vs ITW
+36.9%
-90.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | 0.0% | -8.3% | +8.4% | +4.6% |
| 3M | -2.8% | +6.0% | -8.8% | -5.8% |
| 6M | -11.8% | 0.0% | -11.8% | -12.2% |
| YTD | -23.2% | +10.2% | -33.4% | -28.2% |
| 1Y | -62.0% | +3.2% | -65.2% | -63.0% |
| 3Y | -57.6% | +21.0% | -78.6% | -63.0% |
| All | -53.1% | +36.9% | -90.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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