+83.3%
IEMG vs FIVN
-55.2%
+138.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.1% |
| 7D | -1.3% | -7.8% | +6.6% | -0.7% |
| 30D | +1.9% | -1.7% | +3.6% | +1.9% |
| 3M | +1.4% | +47.2% | -45.8% | -2.1% |
| 6M | +15.2% | +82.7% | -67.5% | +7.9% |
| YTD | +23.8% | +52.9% | -29.1% | +17.7% |
| 1Y | +30.7% | +17.5% | +13.2% | +27.7% |
| 3Y | +83.3% | -55.8% | +139.1% | +88.6% |
| All | +83.3% | -55.2% | +138.5% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling