+589.8%
FISV vs IJR
+1,119.4%
-529.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -7.2% | -2.3% | -4.9% | -5.5% |
| 30D | -7.2% | -4.7% | -2.5% | -3.7% |
| 3M | -8.2% | +2.1% | -10.3% | -9.7% |
| 6M | -17.7% | +13.9% | -31.6% | -25.7% |
| YTD | -27.2% | +18.2% | -45.4% | -36.1% |
| 1Y | -63.0% | +21.8% | -84.8% | -68.0% |
| 3Y | -59.8% | +52.2% | -111.9% | -71.5% |
| 5Y | -55.8% | +40.1% | -95.9% | -67.0% |
| 10Y | -2.4% | +169.7% | -172.1% | -58.5% |
| All | +589.8% | +1,119.4% | -529.6% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling