+54.1%
IONS vs FIVN
+318.5%
-264.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.3% |
| 7D | -4.8% | -2.3% | -2.6% | -4.5% |
| 30D | +7.2% | +12.4% | -5.2% | +4.5% |
| 3M | -22.7% | +36.0% | -58.7% | -27.6% |
| 6M | -26.9% | +86.0% | -112.9% | -36.3% |
| YTD | -26.6% | +65.9% | -92.5% | -35.1% |
| 1Y | -2.1% | +26.5% | -28.6% | -9.6% |
| 3Y | +43.4% | -54.2% | +97.6% | +54.7% |
| 5Y | +47.0% | -80.5% | +127.4% | +77.3% |
| 10Y | +97.2% | +109.6% | -12.5% | +54.4% |
| All | +54.1% | +318.5% | -264.4% | +0.7% |
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