+22.9%
FISV vs IWD
+202.4%
-179.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.3% |
| 7D | -2.0% | +1.7% | -3.7% | -3.7% |
| 30D | +31.8% | +3.2% | +28.6% | +27.5% |
| 3M | +19.3% | +2.3% | +17.0% | +16.6% |
| 6M | +12.1% | +12.9% | -0.9% | -1.3% |
| YTD | -8.4% | +26.2% | -34.7% | -28.3% |
| 1Y | -4.5% | +28.3% | -32.7% | -26.5% |
| 3Y | -49.4% | +84.4% | -133.8% | -73.2% |
| 5Y | -39.0% | +73.0% | -112.0% | -65.4% |
| All | +22.9% | +202.4% | -179.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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