+27.4%
FISV vs IWD
+203.0%
-175.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.5% |
| 7D | +1.4% | +2.3% | -0.8% | -0.9% |
| 30D | +38.4% | +3.6% | +34.9% | +33.4% |
| 3M | +14.9% | +2.2% | +12.8% | +12.5% |
| 6M | +21.8% | +13.0% | +8.8% | +7.2% |
| YTD | -5.0% | +26.5% | -31.6% | -25.9% |
| 1Y | -1.2% | +30.1% | -31.3% | -25.0% |
| 3Y | -47.5% | +84.9% | -132.4% | -72.3% |
| 5Y | -36.7% | +73.4% | -110.1% | -64.2% |
| All | +27.4% | +203.0% | -175.6% | -57.7% |
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