-37.4%
FISV vs IRM
+187.5%
-224.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | +6.8% | -5.4% | -0.3% |
| 30D | +38.4% | +2.6% | +35.8% | +36.9% |
| 3M | +14.9% | -9.5% | +24.4% | +17.3% |
| 6M | +21.8% | -8.5% | +30.3% | +23.4% |
| YTD | -5.0% | +40.3% | -45.3% | -17.4% |
| 1Y | -1.2% | +28.7% | -29.8% | -11.6% |
| 3Y | -47.5% | +111.8% | -159.4% | -62.9% |
| All | -37.4% | +187.5% | -224.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling