-13.3%
IBM vs FISV
-4.0%
-9.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -0.8% |
| 7D | +0.4% | +29.6% | -29.2% | -10.6% |
| 30D | +14.8% | +34.5% | -19.7% | +0.3% |
| 3M | +8.9% | +11.2% | -2.3% | +4.0% |
| 6M | +12.4% | -1.2% | +13.7% | +12.0% |
| YTD | -12.4% | -7.6% | -4.8% | -12.1% |
| 1Y | -13.3% | -3.7% | -9.5% | -12.7% |
| All | -13.3% | -4.0% | -9.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling