-12.4%
IP vs FIVN
-81.1%
+68.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.5% | +3.0% |
| 7D | -5.1% | -22.6% | +17.6% | -2.3% |
| 30D | +8.5% | -16.8% | +25.3% | +10.5% |
| 3M | -13.8% | -0.9% | -13.0% | -14.6% |
| 6M | +5.7% | +28.4% | -22.7% | +1.0% |
| YTD | -9.1% | +40.2% | -49.4% | -15.4% |
| 1Y | -0.8% | +30.5% | -31.4% | -6.9% |
| 3Y | +14.8% | -56.2% | +71.0% | +19.5% |
| All | -12.4% | -81.1% | +68.8% | -8.2% |
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