+46.8%
IP vs FIVN
+318.5%
-271.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | -10.9% | +12.4% | -23.3% | -12.1% |
| 3M | +11.2% | +36.0% | -24.8% | +7.4% |
| 6M | -10.2% | +86.0% | -96.2% | -16.5% |
| YTD | -2.0% | +65.9% | -67.9% | -8.2% |
| 1Y | -19.1% | +26.5% | -45.6% | -22.4% |
| 3Y | +20.9% | -54.2% | +75.1% | +24.1% |
| 5Y | -17.8% | -80.5% | +62.6% | -12.5% |
| 10Y | +23.5% | +109.6% | -86.1% | +5.1% |
| All | +46.8% | +318.5% | -271.7% | +13.7% |
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