+55.6%
IOT vs FIVN
-76.3%
+131.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -11.3% | +10.5% | +5.5% |
| 30D | -4.7% | -7.3% | +2.6% | -1.0% |
| 3M | +17.8% | +41.7% | -23.9% | -3.8% |
| 6M | +16.8% | +78.3% | -61.4% | -17.4% |
| YTD | +8.4% | +50.9% | -42.4% | -17.4% |
| 1Y | -0.8% | +19.7% | -20.5% | -15.2% |
| 3Y | +25.7% | -55.7% | +81.5% | +75.9% |
| All | +55.6% | -76.3% | +131.9% | +219.6% |
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