+800.8%
FISV vs IWD
+749.4%
+51.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +3.0% | -0.6% | +3.5% | +3.4% |
| 30D | +38.8% | +3.6% | +35.2% | +34.0% |
| 3M | +21.2% | +2.7% | +18.5% | +18.3% |
| 6M | +17.5% | +13.2% | +4.3% | +4.1% |
| YTD | -4.9% | +26.8% | -31.6% | -24.6% |
| 1Y | -0.6% | +29.3% | -29.8% | -22.6% |
| 3Y | -47.4% | +85.1% | -132.6% | -71.0% |
| 5Y | -36.0% | +74.2% | -110.3% | -62.4% |
| 10Y | +27.1% | +204.6% | -177.5% | -55.7% |
| All | +800.8% | +749.4% | +51.4% | +3.4% |
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