-55.8%
FISV vs IWD
+72.1%
-127.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -7.2% | -2.3% | -4.9% | -4.9% |
| 30D | -7.2% | -1.8% | -5.4% | -5.3% |
| 3M | -8.2% | +8.0% | -16.2% | -15.3% |
| 6M | -17.7% | +17.0% | -34.7% | -30.5% |
| YTD | -27.2% | +21.3% | -48.4% | -40.9% |
| 1Y | -63.0% | +27.9% | -90.9% | -71.4% |
| 3Y | -59.8% | +70.1% | -129.8% | -77.2% |
| 5Y | -55.8% | +74.2% | -130.0% | -75.5% |
| All | -55.8% | +72.1% | -127.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling