+48.1%
IJH vs FIVN
-82.2%
+130.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -1.9% | -7.8% | +6.0% | -0.6% |
| 30D | -4.6% | -1.7% | -2.9% | -4.6% |
| 3M | -1.2% | +47.2% | -48.3% | -8.2% |
| 6M | +9.4% | +82.7% | -73.3% | -3.8% |
| YTD | +13.3% | +52.9% | -39.6% | +2.3% |
| 1Y | +13.4% | +17.5% | -4.1% | +7.2% |
| 3Y | +50.4% | -55.8% | +106.3% | +63.3% |
| All | +48.1% | -82.2% | +130.3% | +76.6% |
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 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