+358.4%
IAG vs FIVN
+118.5%
+239.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | -1.1% | -7.8% | +6.8% | -0.5% |
| 30D | +12.1% | -1.7% | +13.9% | +12.2% |
| 3M | +25.5% | +47.2% | -21.7% | +22.1% |
| 6M | -7.1% | +82.7% | -89.8% | -11.8% |
| YTD | +22.9% | +52.9% | -30.1% | +17.9% |
| 1Y | +83.3% | +17.5% | +65.9% | +79.4% |
| 3Y | +808.5% | -55.8% | +864.3% | +846.4% |
| 5Y | +838.0% | -82.3% | +920.3% | +910.6% |
| All | +358.4% | +118.5% | +239.8% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling