-9.5%
IEF vs FIVN
-82.2%
+72.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 6M | -3.3% | +82.7% | -86.0% | -3.8% |
| YTD | -2.8% | +52.9% | -55.7% | -3.3% |
| 1Y | -2.7% | +17.5% | -20.2% | -3.0% |
| 3Y | +8.9% | -55.8% | +64.7% | +10.0% |
| All | -9.5% | -82.2% | +72.7% | -9.2% |
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 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