+468.7%
FISV vs IEF
+128.5%
+340.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.6% |
| 7D | -6.4% | -0.3% | -6.1% | -6.7% |
| 30D | -6.8% | -0.6% | -6.3% | -7.3% |
| 3M | -10.0% | -1.0% | -9.0% | -10.8% |
| 6M | -20.6% | -3.1% | -17.6% | -22.8% |
| YTD | -27.6% | -1.9% | -25.7% | -28.8% |
| 1Y | -64.3% | -1.4% | -63.0% | -64.9% |
| 3Y | -60.0% | +9.8% | -69.8% | -56.6% |
| 5Y | -57.7% | -8.8% | -48.9% | -63.3% |
| 10Y | -3.0% | +4.7% | -7.6% | +1.0% |
| All | +468.7% | +128.5% | +340.2% | +2,375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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