-3.7%
FISV vs IJH
+17.8%
-21.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +29.6% | +1.7% | +28.0% | +28.6% |
| 30D | +34.5% | +1.2% | +33.2% | +33.7% |
| 3M | +11.2% | -3.4% | +14.7% | +13.0% |
| 6M | -1.2% | +3.7% | -4.9% | -3.8% |
| YTD | -7.6% | +13.9% | -21.5% | -15.6% |
| 1Y | -3.7% | +17.4% | -21.2% | -14.2% |
| All | -3.7% | +17.8% | -21.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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