+1,770.3%
IBKR vs FIVN
+285.7%
+1,484.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -1.3% | -7.8% | +6.5% | -0.1% |
| 30D | -0.2% | -1.7% | +1.5% | -0.1% |
| 3M | +3.0% | +47.2% | -44.2% | -3.8% |
| 6M | +33.9% | +82.7% | -48.9% | +19.4% |
| YTD | +42.5% | +52.9% | -10.4% | +30.0% |
| 1Y | +44.9% | +17.5% | +27.4% | +37.3% |
| 3Y | +293.0% | -55.8% | +348.8% | +313.9% |
| 5Y | +497.7% | -82.3% | +580.0% | +588.3% |
| 10Y | +1,004.4% | +116.5% | +887.9% | +772.7% |
| All | +1,770.3% | +285.7% | +1,484.7% | +1,249.1% |
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