+40.6%
ICE vs FIVN
-55.8%
+96.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -5.3% | -11.3% | +6.0% | -4.5% |
| 30D | +3.0% | -7.3% | +10.3% | +3.5% |
| 3M | +11.4% | +41.7% | -30.3% | +8.1% |
| 6M | -2.0% | +78.3% | -80.3% | -7.2% |
| YTD | -3.1% | +50.9% | -54.0% | -7.2% |
| 1Y | -8.4% | +19.7% | -28.0% | -10.9% |
| All | +40.6% | -55.8% | +96.5% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling