-58.2%
FISV vs IR
+8.4%
-66.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -3.0% | -13.6% | +10.7% | +0.1% |
| 3M | -3.5% | +3.7% | -7.2% | -4.6% |
| 6M | -19.4% | -13.1% | -6.3% | -17.2% |
| YTD | -24.3% | -5.1% | -19.2% | -24.3% |
| 1Y | -62.4% | -6.5% | -55.9% | -62.4% |
| 3Y | -58.2% | +8.5% | -66.7% | -62.4% |
| All | -58.2% | +8.4% | -66.5% | -62.4% |
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