-53.1%
FISV vs IYR
+6.0%
-59.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.8% |
| 7D | -2.7% | -1.4% | -1.3% | -1.6% |
| 30D | 0.0% | -2.7% | +2.7% | +2.2% |
| 3M | -2.8% | -2.1% | -0.7% | -1.0% |
| 6M | -11.8% | +3.6% | -15.4% | -14.1% |
| YTD | -23.2% | +8.1% | -31.3% | -27.5% |
| 1Y | -62.0% | +4.7% | -66.7% | -62.8% |
| 3Y | -57.6% | +29.1% | -86.7% | -64.5% |
| All | -53.1% | +6.0% | -59.2% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling