-49.3%
FISV vs IRE
-97.5%
+48.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.1% | -11.2% | +1.2% |
| 7D | +3.0% | -15.1% | +18.1% | +2.9% |
| 30D | +38.8% | -71.4% | +110.1% | +36.2% |
| 3M | +21.2% | -81.2% | +102.4% | +18.4% |
| 6M | +17.5% | -93.7% | +111.2% | +14.7% |
| YTD | -4.9% | -92.2% | +87.3% | -9.6% |
| 1Y | -0.6% | -97.3% | +96.7% | -2.1% |
| All | -49.3% | -97.5% | +48.1% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling