+191.3%
IBB vs FIVN
+243.6%
-52.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -0.5% | -2.8% | +2.3% | -0.1% |
| 30D | +4.6% | -17.4% | +22.0% | +7.3% |
| 3M | +6.8% | -19.2% | +26.0% | +9.5% |
| 6M | +23.1% | +29.4% | -6.3% | +15.1% |
| YTD | +26.0% | +36.3% | -10.2% | +14.5% |
| 1Y | +30.4% | +33.5% | -3.1% | +18.6% |
| 3Y | +85.4% | -56.8% | +142.3% | +99.3% |
| 5Y | +39.7% | -83.0% | +122.7% | +70.2% |
| 10Y | +127.1% | +87.3% | +39.8% | +86.3% |
| All | +191.3% | +243.6% | -52.4% | +116.5% |
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