+27.1%
FISV vs IWD
+205.2%
-178.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +3.0% | -0.6% | +3.5% | +3.5% |
| 30D | +38.8% | +3.6% | +35.2% | +33.7% |
| 3M | +21.2% | +2.7% | +18.5% | +18.1% |
| 6M | +17.5% | +13.2% | +4.3% | +3.2% |
| YTD | -4.9% | +26.8% | -31.6% | -25.9% |
| 1Y | -0.6% | +29.3% | -29.8% | -24.1% |
| 3Y | -47.4% | +85.1% | -132.6% | -72.3% |
| 5Y | -36.0% | +74.2% | -110.3% | -64.0% |
| 10Y | +27.1% | +204.6% | -177.5% | -57.5% |
| All | +27.1% | +205.2% | -178.1% | -57.5% |
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