-60.0%
FISV vs IRM
+102.2%
-162.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -6.4% | +3.0% | -9.4% | -7.0% |
| 30D | -6.8% | -5.2% | -1.6% | -5.9% |
| 3M | -10.0% | -8.0% | -1.9% | -8.7% |
| 6M | -20.6% | +9.2% | -29.8% | -23.4% |
| YTD | -27.6% | +41.0% | -68.6% | -35.2% |
| 1Y | -64.3% | +23.3% | -87.6% | -66.7% |
| All | -60.0% | +102.2% | -162.2% | -69.7% |
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