+21.2%
IP vs FIVN
-54.3%
+75.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.7% |
| 7D | 0.0% | -22.4% | +22.4% | +2.9% |
| 30D | +9.4% | -23.8% | +33.1% | +12.6% |
| 3M | -14.1% | -19.5% | +5.5% | -12.4% |
| 6M | +9.2% | +25.6% | -16.4% | +4.5% |
| YTD | -7.5% | +38.4% | -45.9% | -13.8% |
| 1Y | -2.8% | +33.7% | -36.5% | -9.0% |
| 3Y | +21.2% | -56.2% | +77.4% | +23.8% |
| All | +21.2% | -54.3% | +75.5% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling