-53.1%
FISV vs IRM
+197.3%
-250.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.8% |
| 7D | -2.7% | -1.4% | -1.2% | -2.3% |
| 30D | 0.0% | -7.4% | +7.4% | +2.1% |
| 3M | -2.8% | -7.4% | +4.6% | -1.2% |
| 6M | -11.8% | +8.7% | -20.5% | -15.3% |
| YTD | -23.2% | +40.9% | -64.2% | -32.8% |
| 1Y | -62.0% | +20.5% | -82.5% | -64.9% |
| 3Y | -57.6% | +101.7% | -159.3% | -69.2% |
| All | -53.1% | +197.3% | -250.5% | -72.3% |
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