-60.0%
FISV vs IVZ
+133.3%
-193.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.2% |
| 7D | -6.4% | +1.2% | -7.6% | -6.6% |
| 30D | -6.8% | +1.8% | -8.6% | -7.2% |
| 3M | -10.0% | +15.7% | -25.7% | -13.3% |
| 6M | -20.6% | +36.3% | -57.0% | -26.9% |
| YTD | -27.6% | +24.9% | -52.5% | -31.9% |
| 1Y | -64.3% | +48.9% | -113.3% | -67.9% |
| All | -60.0% | +133.3% | -193.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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