+3,149.2%
FISV vs IRM
+9,772.9%
-6,623.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | +6.8% | -5.4% | -0.4% |
| 30D | +38.4% | +2.6% | +35.8% | +36.9% |
| 3M | +14.9% | -9.5% | +24.4% | +17.2% |
| 6M | +21.8% | -8.5% | +30.3% | +23.3% |
| YTD | -5.0% | +40.3% | -45.3% | -15.1% |
| 1Y | -1.2% | +28.7% | -29.8% | -9.7% |
| 3Y | -47.5% | +111.8% | -159.4% | -58.8% |
| 5Y | -36.7% | +189.1% | -225.8% | -54.9% |
| 10Y | +26.9% | +519.8% | -492.9% | -28.2% |
| All | +3,149.2% | +9,772.9% | -6,623.7% | +1,130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling