+224.7%
IJH vs FIVN
+280.5%
-55.8%
-42.2%
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 | -2.5% | -11.3% | +8.8% | -0.9% |
| 30D | -5.0% | -7.3% | +2.3% | -4.2% |
| 3M | +0.5% | +41.7% | -41.2% | -5.1% |
| 6M | +8.2% | +78.3% | -70.0% | -2.5% |
| YTD | +12.5% | +50.9% | -38.4% | +3.3% |
| 1Y | +14.4% | +19.7% | -5.3% | +8.3% |
| 3Y | +49.5% | -55.7% | +105.2% | +58.4% |
| 5Y | +47.8% | -82.6% | +130.4% | +69.8% |
| 10Y | +180.4% | +113.6% | +66.8% | +138.2% |
| All | +224.7% | +280.5% | -55.8% | +158.9% |
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