+491.2%
FISV vs IYR
+690.9%
-199.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | -6.4% | -0.9% | -5.5% | -5.9% |
| 30D | -6.8% | -2.4% | -4.5% | -5.6% |
| 3M | -10.0% | -2.0% | -7.9% | -8.8% |
| 6M | -20.6% | +2.5% | -23.1% | -21.6% |
| YTD | -27.6% | +8.3% | -35.9% | -30.6% |
| 1Y | -64.3% | +6.5% | -70.8% | -65.2% |
| 3Y | -60.0% | +29.3% | -89.3% | -65.1% |
| 5Y | -57.7% | +5.7% | -63.4% | -58.9% |
| 10Y | -3.0% | +69.2% | -72.2% | -25.5% |
| All | +491.2% | +690.9% | -199.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling