-47.5%
FISV vs IRM
+112.1%
-159.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.4% | +6.8% | -5.4% | +0.3% |
| 30D | +38.4% | +2.6% | +35.8% | +37.4% |
| 3M | +14.9% | -9.5% | +24.4% | +16.6% |
| 6M | +21.8% | -8.5% | +30.3% | +22.9% |
| YTD | -5.0% | +40.3% | -45.3% | -15.2% |
| 1Y | -1.2% | +28.7% | -29.8% | -9.7% |
| 3Y | -47.5% | +111.8% | -159.4% | -56.7% |
| All | -47.5% | +112.1% | -159.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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