+336.0%
IR vs FIVN
+27.4%
+308.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +1.1% | -22.8% | +23.8% | +4.3% |
| 30D | +7.6% | -21.3% | +28.9% | +10.5% |
| 3M | +0.1% | -14.0% | +14.1% | +1.1% |
| 6M | +14.0% | +31.1% | -17.2% | +7.3% |
| YTD | +7.5% | +40.0% | -32.5% | -1.7% |
| 1Y | +10.1% | +38.1% | -27.9% | +0.8% |
| 3Y | +24.9% | -55.7% | +80.5% | +32.0% |
| 5Y | +46.9% | -82.5% | +129.4% | +69.9% |
| All | +336.0% | +27.4% | +308.6% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling