+213.1%
IJR vs FIVN
+282.0%
-68.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -1.1% | -9.6% | +8.5% | +0.3% |
| 30D | -3.6% | -11.9% | +8.3% | -2.1% |
| 3M | +2.3% | +40.1% | -37.8% | -3.5% |
| 6M | +14.3% | +68.3% | -54.0% | +3.5% |
| YTD | +19.3% | +51.5% | -32.2% | +9.2% |
| 1Y | +22.6% | +15.1% | +7.5% | +16.6% |
| 3Y | +53.5% | -55.6% | +109.1% | +62.9% |
| 5Y | +39.9% | -82.4% | +122.4% | +60.8% |
| 10Y | +172.1% | +114.5% | +57.6% | +122.6% |
| All | +213.1% | +282.0% | -68.9% | +137.1% |
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