+224.4%
IAU vs FIVN
+292.8%
-68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.7% |
| 7D | +0.7% | -8.2% | +9.0% | +0.8% |
| 30D | +0.3% | -8.1% | +8.5% | +0.4% |
| 3M | +0.7% | +34.9% | -34.2% | +0.4% |
| 6M | -15.5% | +72.6% | -88.1% | -16.0% |
| YTD | +1.0% | +55.8% | -54.8% | +0.4% |
| 1Y | +19.6% | +17.1% | +2.4% | +19.3% |
| 3Y | +125.4% | -54.3% | +179.8% | +126.9% |
| 5Y | +140.7% | -81.6% | +222.3% | +143.2% |
| 10Y | +218.1% | +109.2% | +109.0% | +229.7% |
| All | +224.4% | +292.8% | -68.4% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling