-59.8%
FISV vs IYR
+28.0%
-87.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -7.2% | -2.8% | -4.4% | -5.2% |
| 30D | -7.2% | -2.5% | -4.7% | -5.3% |
| 3M | -8.2% | -3.0% | -5.2% | -5.9% |
| 6M | -17.7% | +1.6% | -19.3% | -18.6% |
| YTD | -27.2% | +7.3% | -34.5% | -30.7% |
| 1Y | -63.0% | +5.6% | -68.6% | -63.9% |
| All | -59.8% | +28.0% | -87.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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