+647.1%
FISV vs IWD
+726.5%
-79.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | -0.3% | -0.3% | -0.1% | -0.1% |
| 30D | -2.1% | +0.6% | -2.6% | -2.6% |
| 3M | -5.7% | +7.2% | -13.0% | -12.0% |
| 6M | -15.3% | +16.2% | -31.5% | -27.0% |
| YTD | -21.1% | +23.3% | -44.4% | -35.8% |
| 1Y | -61.1% | +29.6% | -90.6% | -69.6% |
| 3Y | -56.8% | +70.5% | -127.3% | -74.2% |
| 5Y | -54.2% | +73.5% | -127.6% | -72.9% |
| 10Y | +1.6% | +198.3% | -196.7% | -63.9% |
| All | +647.1% | +726.5% | -79.4% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling