-42.5%
IONS vs FIVN
+92.2%
-134.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -29.6% | -17.4% | -12.2% | -27.5% |
| 30D | -35.6% | -20.4% | -15.2% | -33.4% |
| 3M | -51.7% | -9.6% | -42.0% | -51.5% |
| 6M | -64.0% | +34.7% | -98.7% | -66.9% |
| YTD | -65.5% | +40.6% | -106.1% | -69.3% |
| 1Y | -62.4% | +34.3% | -96.7% | -66.3% |
| 3Y | -41.1% | -55.5% | +14.4% | -36.1% |
| 5Y | -16.5% | -82.5% | +66.0% | +5.9% |
| All | -42.5% | +92.2% | -134.7% | -59.4% |
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