+2,413.6%
IBM vs FISV
+11,002.6%
-8,589.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +0.3% | -2.1% | +2.3% | +0.7% |
| 3M | -21.6% | -5.7% | -15.9% | -20.3% |
| 6M | -4.7% | -15.3% | +10.6% | -0.3% |
| YTD | -19.1% | -21.1% | +2.0% | -13.6% |
| 1Y | -2.5% | -61.1% | +58.6% | +21.1% |
| 3Y | +74.2% | -56.8% | +131.0% | +105.4% |
| 5Y | +113.1% | -54.2% | +167.3% | +142.1% |
| 10Y | +133.5% | +1.6% | +131.9% | +108.7% |
| All | +2,413.6% | +11,002.6% | -8,589.0% | +809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling