+2,491.0%
FISV vs IVZ
+1,088.7%
+1,402.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.1% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | 0.0% | +3.0% | -3.0% | -0.8% |
| 3M | -2.8% | +14.9% | -17.7% | -7.1% |
| 6M | -11.8% | +36.7% | -48.6% | -20.3% |
| YTD | -23.2% | +25.7% | -48.9% | -29.0% |
| 1Y | -62.0% | +47.7% | -109.7% | -66.6% |
| 3Y | -57.6% | +138.8% | -196.4% | -68.7% |
| 5Y | -53.4% | +62.1% | -115.5% | -62.3% |
| 10Y | +2.9% | +64.3% | -61.5% | -24.6% |
| All | +2,491.0% | +1,088.7% | +1,402.3% | +844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling