+369.2%
ICE vs FIVN
+292.8%
+76.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +4.0% | -1.5% |
| 7D | -1.2% | -8.2% | +7.1% | -0.2% |
| 30D | +5.0% | -8.1% | +13.1% | +5.8% |
| 3M | +13.9% | +34.9% | -21.0% | +9.5% |
| 6M | -4.4% | +72.6% | -77.0% | -11.4% |
| YTD | -1.9% | +55.8% | -57.7% | -8.3% |
| 1Y | -8.1% | +17.1% | -25.3% | -11.6% |
| 3Y | +42.5% | -54.3% | +96.8% | +48.8% |
| 5Y | +40.6% | -81.6% | +122.2% | +57.4% |
| 10Y | +217.1% | +109.2% | +107.9% | +173.8% |
| All | +369.2% | +292.8% | +76.3% | +285.0% |
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