+183.2%
IT vs FIVN
+243.6%
-60.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.2% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -1.8% | -17.4% | +15.6% | +1.1% |
| 3M | +4.8% | -19.2% | +24.0% | +8.0% |
| 6M | +33.0% | +29.4% | +3.7% | +26.1% |
| YTD | -23.8% | +36.3% | -60.1% | -29.2% |
| 1Y | -16.5% | +33.5% | -50.0% | -22.3% |
| 3Y | -53.6% | -56.8% | +3.2% | -50.6% |
| 5Y | -42.1% | -83.0% | +40.9% | -33.1% |
| 10Y | +90.1% | +87.3% | +2.8% | +69.6% |
| All | +183.2% | +243.6% | -60.4% | +134.6% |
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 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