+20.1%
IEF vs FIVN
+292.8%
-272.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | -0.1% |
| 7D | +0.1% | -8.2% | +8.3% | +0.1% |
| 30D | -0.7% | -8.1% | +7.4% | -0.7% |
| 3M | -0.4% | +34.9% | -35.3% | -0.4% |
| 6M | -2.5% | +72.6% | -75.1% | -2.4% |
| YTD | -1.6% | +55.8% | -57.4% | -1.5% |
| 1Y | -1.3% | +17.1% | -18.5% | -1.3% |
| 3Y | +10.1% | -54.3% | +64.4% | +10.1% |
| 5Y | -8.3% | -81.6% | +73.2% | -8.8% |
| 10Y | +4.5% | +109.2% | -104.7% | +8.0% |
| All | +20.1% | +292.8% | -272.7% | +26.5% |
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