+6.5%
FISV vs IR
+332.9%
-326.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | +2.5% | -1.1% | +0.6% |
| 30D | +38.4% | +9.2% | +29.3% | +34.1% |
| 3M | +14.9% | +0.9% | +14.0% | +14.2% |
| 6M | +21.8% | +19.2% | +2.5% | +13.8% |
| YTD | -5.0% | +7.5% | -12.5% | -9.1% |
| 1Y | -1.2% | +11.7% | -12.9% | -6.8% |
| 3Y | -47.5% | +23.9% | -71.4% | -53.9% |
| 5Y | -36.7% | +46.4% | -83.1% | -48.7% |
| All | +6.5% | +332.9% | -326.4% | -37.0% |
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