-11.5%
FISV vs IR
+288.5%
-300.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | -2.1% | -15.1% | +13.1% | +3.4% |
| 3M | -5.7% | +6.1% | -11.8% | -8.1% |
| 6M | -15.3% | -16.8% | +1.5% | -10.9% |
| YTD | -21.1% | -3.5% | -17.6% | -21.5% |
| 1Y | -61.1% | -3.5% | -57.6% | -61.5% |
| 3Y | -56.8% | +9.5% | -66.3% | -60.4% |
| 5Y | -54.2% | +45.1% | -99.3% | -62.7% |
| All | -11.5% | +288.5% | -300.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling