+2,491.0%
FISV vs IRM
+9,897.4%
-7,406.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -3.0% | -4.2% | +1.2% | -1.9% |
| 3M | -3.5% | -5.4% | +1.8% | -2.6% |
| 6M | -19.4% | +12.0% | -31.4% | -22.6% |
| YTD | -24.3% | +42.0% | -66.3% | -32.2% |
| 1Y | -62.4% | +29.9% | -92.3% | -65.4% |
| 3Y | -58.2% | +104.4% | -162.5% | -66.7% |
| 5Y | -56.5% | +191.0% | -247.5% | -68.9% |
| 10Y | -0.5% | +417.1% | -417.6% | -41.0% |
| All | +2,491.0% | +9,897.4% | -7,406.4% | +882.3% |
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 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