+80.4%
IBM vs FISV
-49.3%
+129.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +6.8% | +31.8% | -25.1% | 0.0% |
| 3M | +4.4% | +19.3% | -14.9% | -0.1% |
| 6M | +13.2% | +12.1% | +1.1% | +9.7% |
| YTD | -15.1% | -8.4% | -6.7% | -15.0% |
| 1Y | -20.2% | -4.5% | -15.7% | -20.5% |
| All | +80.4% | -49.3% | +129.7% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling