+585.8%
FISV vs IWF
+720.7%
-134.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.0% |
| 7D | -6.4% | +0.5% | -6.9% | -6.8% |
| 30D | -6.8% | -1.4% | -5.5% | -5.7% |
| 3M | -10.0% | +0.4% | -10.4% | -11.3% |
| 6M | -20.6% | +8.5% | -29.1% | -27.0% |
| YTD | -27.6% | +3.7% | -31.2% | -30.7% |
| 1Y | -64.3% | +8.5% | -72.8% | -67.4% |
| 3Y | -60.0% | +78.5% | -138.5% | -77.5% |
| 5Y | -57.7% | +73.6% | -131.3% | -76.2% |
| 10Y | -3.0% | +421.3% | -424.3% | -80.7% |
| All | +585.8% | +720.7% | -134.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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