-55.8%
FISV vs IVZ
+57.9%
-113.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -7.2% | -2.4% | -4.8% | -6.5% |
| 30D | -7.2% | +2.5% | -9.7% | -7.8% |
| 3M | -8.2% | +17.1% | -25.2% | -12.8% |
| 6M | -17.7% | +35.1% | -52.8% | -25.6% |
| YTD | -27.2% | +24.3% | -51.5% | -32.6% |
| 1Y | -63.0% | +48.7% | -111.6% | -67.7% |
| 3Y | -59.8% | +135.6% | -195.4% | -71.1% |
| 5Y | -55.8% | +60.3% | -116.1% | -65.0% |
| All | -55.8% | +57.9% | -113.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling