+50.4%
IEFA vs FIVN
-82.2%
+132.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -1.6% | -7.8% | +6.3% | -0.8% |
| 30D | -1.5% | -1.7% | +0.2% | -1.4% |
| 3M | +3.4% | +47.2% | -43.8% | -1.4% |
| 6M | +9.5% | +82.7% | -73.2% | +0.8% |
| YTD | +13.0% | +52.9% | -39.9% | +5.8% |
| 1Y | +18.0% | +17.5% | +0.5% | +13.9% |
| 3Y | +65.4% | -55.8% | +121.2% | +74.9% |
| All | +50.4% | -82.2% | +132.6% | +67.7% |
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