-3.0%
FISV vs IWD
+195.0%
-198.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -3.8% |
| 7D | -6.4% | -1.2% | -5.2% | -5.2% |
| 30D | -6.8% | -1.6% | -5.2% | -5.1% |
| 3M | -10.0% | +7.0% | -17.0% | -16.1% |
| 6M | -20.6% | +17.0% | -37.6% | -32.7% |
| YTD | -27.6% | +21.6% | -49.2% | -41.1% |
| 1Y | -64.3% | +28.0% | -92.3% | -72.3% |
| 3Y | -60.0% | +70.6% | -130.5% | -77.0% |
| 5Y | -57.7% | +73.3% | -131.0% | -76.0% |
| 10Y | -3.0% | +200.5% | -203.5% | -67.6% |
| All | -3.0% | +195.0% | -198.0% | -67.6% |
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