+174.8%
IT vs FIVN
+318.5%
-143.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.2% |
| 7D | -6.0% | -2.3% | -3.7% | -5.6% |
| 30D | 0.0% | +12.4% | -12.4% | -2.3% |
| 3M | +13.1% | +36.0% | -22.9% | +6.8% |
| 6M | +11.7% | +86.0% | -74.3% | -0.7% |
| YTD | -26.1% | +65.9% | -92.0% | -33.2% |
| 1Y | -21.3% | +26.5% | -47.8% | -26.0% |
| 3Y | -46.7% | -54.2% | +7.5% | -43.8% |
| 5Y | -40.5% | -80.5% | +39.9% | -32.8% |
| 10Y | +103.9% | +109.6% | -5.7% | +77.9% |
| All | +174.8% | +318.5% | -143.7% | +121.5% |
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