-53.1%
FISV vs IJR
+39.9%
-93.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.2% |
| 30D | 0.0% | -4.6% | +4.6% | +3.2% |
| 3M | -2.8% | +0.2% | -3.0% | -3.0% |
| 6M | -11.8% | +14.7% | -26.5% | -19.7% |
| YTD | -23.2% | +18.9% | -42.1% | -31.7% |
| 1Y | -62.0% | +19.9% | -81.9% | -66.2% |
| 3Y | -57.6% | +53.0% | -110.6% | -68.9% |
| All | -53.1% | +39.9% | -93.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling