+627.1%
FISV vs IJH
+1,054.0%
-426.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.7% |
| 7D | -2.7% | -1.9% | -0.8% | -1.0% |
| 30D | 0.0% | -4.6% | +4.7% | +4.3% |
| 3M | -2.8% | -1.2% | -1.6% | -2.0% |
| 6M | -11.8% | +9.4% | -21.2% | -18.9% |
| YTD | -23.2% | +13.3% | -36.5% | -31.6% |
| 1Y | -62.0% | +13.4% | -75.4% | -66.0% |
| 3Y | -57.6% | +50.4% | -108.1% | -71.0% |
| 5Y | -53.4% | +49.0% | -102.4% | -68.1% |
| 10Y | +2.9% | +182.6% | -179.7% | -61.1% |
| All | +627.1% | +1,054.0% | -426.9% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling