-13.9%
FISV vs IR
+271.1%
-284.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -2.7% | -4.5% | +1.8% | -1.1% |
| 30D | 0.0% | -13.9% | +14.0% | +5.2% |
| 3M | -2.8% | -0.3% | -2.4% | -3.1% |
| 6M | -11.8% | -14.3% | +2.5% | -8.1% |
| YTD | -23.2% | -7.9% | -15.3% | -22.4% |
| 1Y | -62.0% | -9.9% | -52.1% | -61.5% |
| 3Y | -57.6% | +6.5% | -64.1% | -60.8% |
| 5Y | -53.4% | +34.0% | -87.4% | -61.0% |
| All | -13.9% | +271.1% | -284.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling