-59.7%
FISV vs IRE
-82.8%
+23.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.2% | -14.3% | -3.9% |
| 7D | -1.6% | +58.9% | -60.5% | -0.7% |
| 30D | -3.0% | +17.2% | -20.1% | -2.5% |
| 3M | -3.5% | -58.6% | +55.1% | -3.0% |
| 6M | -19.4% | -23.5% | +4.1% | -19.4% |
| YTD | -24.3% | -47.4% | +23.2% | -25.8% |
| All | -59.7% | -82.8% | +23.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling