+3.6%
IEF vs FIVN
+118.5%
-115.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -1.3% | -7.8% | +6.5% | -1.3% |
| 30D | -1.7% | -1.7% | 0.0% | -1.7% |
| 3M | -2.5% | +47.2% | -49.7% | -2.6% |
| 6M | -3.3% | +82.7% | -86.0% | -3.4% |
| YTD | -2.8% | +52.9% | -55.7% | -2.9% |
| 1Y | -2.7% | +17.5% | -20.2% | -2.8% |
| 3Y | +8.9% | -55.8% | +64.7% | +9.2% |
| 5Y | -9.4% | -82.3% | +72.9% | -9.6% |
| All | +3.6% | +118.5% | -115.0% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling