-20.9%
IFF vs FIVN
+118.5%
-139.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -3.2% | -7.8% | +4.7% | -2.2% |
| 30D | -0.3% | -1.7% | +1.4% | -0.2% |
| 3M | +8.4% | +47.2% | -38.8% | +2.9% |
| 6M | +23.0% | +82.7% | -59.7% | +11.7% |
| YTD | +25.5% | +52.9% | -27.5% | +16.0% |
| 1Y | +29.1% | +17.5% | +11.6% | +23.4% |
| 3Y | +31.7% | -55.8% | +87.5% | +38.9% |
| 5Y | -35.2% | -82.3% | +47.1% | -26.8% |
| All | -20.9% | +118.5% | -139.4% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling