+10,269.2%
FISV vs ITW
+9,414.5%
+854.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.2% | -2.4% | -4.8% | -6.1% |
| 30D | -7.2% | -9.5% | +2.3% | -2.8% |
| 3M | -8.2% | +6.6% | -14.8% | -11.0% |
| 6M | -17.7% | -1.8% | -15.9% | -17.5% |
| YTD | -27.2% | +9.0% | -36.2% | -30.7% |
| 1Y | -63.0% | +3.6% | -66.5% | -63.8% |
| 3Y | -59.8% | +19.4% | -79.2% | -63.5% |
| 5Y | -55.8% | +36.4% | -92.2% | -62.6% |
| 10Y | -2.4% | +190.0% | -192.4% | -42.2% |
| All | +10,269.2% | +9,414.5% | +854.7% | +2,168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling