+2,562.9%
IBM vs FISV
+13,260.8%
-10,697.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.1% |
| 7D | +1.6% | +1.4% | +0.1% | +1.1% |
| 30D | +9.2% | +38.4% | -29.2% | -1.1% |
| 3M | +4.9% | +14.9% | -10.0% | +0.1% |
| 6M | +16.8% | +21.8% | -5.0% | +9.5% |
| YTD | -14.3% | -5.0% | -9.2% | -13.8% |
| 1Y | -16.7% | -1.2% | -15.6% | -17.3% |
| 3Y | +82.2% | -47.5% | +129.8% | +102.0% |
| 5Y | +149.9% | -36.7% | +186.7% | +157.4% |
| 10Y | +142.6% | +26.9% | +115.7% | +102.2% |
| All | +2,562.9% | +13,260.8% | -10,697.9% | +808.0% |
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