+296.8%
ITOT vs FIVN
+118.5%
+178.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -0.9% | -7.8% | +6.9% | +0.3% |
| 30D | -1.5% | -1.7% | +0.3% | -1.4% |
| 3M | +3.6% | +47.2% | -43.6% | -3.4% |
| 6M | +13.7% | +82.7% | -69.0% | +1.0% |
| YTD | +12.9% | +52.9% | -40.0% | +2.7% |
| 1Y | +17.2% | +17.5% | -0.3% | +10.9% |
| 3Y | +75.6% | -55.8% | +131.4% | +87.8% |
| 5Y | +75.5% | -82.3% | +157.8% | +108.0% |
| All | +296.8% | +118.5% | +178.2% | +228.2% |
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