+22.9%
ITW vs FIVN
+55.4%
-32.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | +6.3% | -3.4% | +9.7% | +6.2% |
| 30D | +11.1% | +5.8% | +5.3% | +11.2% |
| 3M | +0.1% | +22.0% | -21.9% | +0.6% |
| 6M | +18.1% | +55.7% | -37.7% | +19.9% |
| YTD | +21.4% | +81.3% | -59.9% | +24.6% |
| 1Y | +22.9% | +58.0% | -35.1% | +27.4% |
| All | +22.9% | +55.4% | -32.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling