+35.0%
IP vs FIVN
+329.4%
-294.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -3.4% |
| 7D | -5.0% | -8.7% | +3.8% | -4.1% |
| 30D | +6.5% | +2.6% | +4.0% | +6.2% |
| 3M | -18.0% | +15.3% | -33.4% | -19.5% |
| 6M | +10.3% | +40.7% | -30.4% | +5.7% |
| YTD | -9.9% | +70.3% | -80.2% | -16.0% |
| 1Y | -1.1% | +50.0% | -51.1% | -6.7% |
| 3Y | +13.0% | -46.1% | +59.1% | +14.3% |
| 5Y | -12.3% | -76.9% | +64.7% | -7.9% |
| 10Y | +26.8% | +149.2% | -122.4% | +6.5% |
| All | +35.0% | +329.4% | -294.5% | +4.1% |
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