-83.2%
IRE vs FIVN
+35.4%
-118.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.1% | -7.0% |
| 7D | +29.0% | -9.6% | +38.6% | +28.0% |
| 30D | +24.2% | -11.9% | +36.1% | +23.1% |
| 3M | -53.2% | +40.1% | -93.2% | -49.8% |
| 6M | -36.0% | +68.3% | -104.4% | -30.7% |
| YTD | -51.0% | +51.5% | -102.5% | -46.0% |
| All | -83.2% | +35.4% | -118.6% | -75.6% |
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