+134.2%
IEFA vs FIVN
+280.5%
-146.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.4% | -11.3% | +8.9% | -1.3% |
| 30D | -2.1% | -7.3% | +5.2% | -1.5% |
| 3M | +5.5% | +41.7% | -36.1% | +1.2% |
| 6M | +8.1% | +78.3% | -70.1% | +0.2% |
| YTD | +11.9% | +50.9% | -39.0% | +5.2% |
| 1Y | +18.1% | +19.7% | -1.6% | +13.5% |
| 3Y | +65.5% | -55.7% | +121.2% | +72.6% |
| 5Y | +50.1% | -82.6% | +132.6% | +66.8% |
| 10Y | +144.2% | +113.6% | +30.6% | +109.4% |
| All | +134.2% | +280.5% | -146.3% | +87.9% |
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