+40.9%
ICE vs FIVN
-82.9%
+123.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.7% |
| 7D | +3.6% | -2.8% | +6.5% | +3.9% |
| 30D | +15.1% | -17.4% | +32.5% | +16.8% |
| 3M | +15.4% | -19.2% | +34.5% | +17.0% |
| 6M | +16.1% | +29.4% | -13.2% | +11.3% |
| YTD | +11.4% | +36.3% | -24.9% | +5.0% |
| 1Y | +18.5% | +33.5% | -15.0% | +11.8% |
| 3Y | +70.5% | -56.8% | +127.4% | +79.8% |
| All | +40.9% | -82.9% | +123.9% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling