-61.4%
FISV vs IRE
-84.0%
+22.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -4.5% |
| 7D | -6.4% | +29.0% | -35.5% | -6.0% |
| 30D | -6.8% | +24.2% | -31.1% | -6.3% |
| 3M | -10.0% | -53.2% | +43.2% | -9.5% |
| 6M | -20.6% | -36.0% | +15.4% | -20.8% |
| YTD | -27.6% | -51.0% | +23.4% | -29.1% |
| All | -61.4% | -84.0% | +22.6% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling