+55.4%
IOT vs FIVN
-76.0%
+131.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.9% |
| 7D | -4.5% | -7.8% | +3.3% | -0.4% |
| 30D | -2.4% | -1.7% | -0.7% | -1.8% |
| 3M | +19.0% | +47.2% | -28.2% | -4.8% |
| 6M | +19.6% | +82.7% | -63.1% | -16.5% |
| YTD | +8.3% | +52.9% | -44.7% | -18.1% |
| 1Y | -0.8% | +17.5% | -18.3% | -14.3% |
| 3Y | +24.4% | -55.8% | +80.2% | +74.5% |
| All | +55.4% | -76.0% | +131.4% | +216.8% |
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