-47.5%
FISV vs IR
+25.2%
-72.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | +38.4% | +9.2% | +29.3% | +35.8% |
| 3M | +14.9% | +0.9% | +14.0% | +14.5% |
| 6M | +21.8% | +19.2% | +2.5% | +16.7% |
| YTD | -5.0% | +7.5% | -12.5% | -7.6% |
| 1Y | -1.2% | +11.7% | -12.9% | -4.9% |
| 3Y | -47.5% | +23.9% | -71.4% | -50.9% |
| All | -47.5% | +25.2% | -72.7% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling