+37.6%
ITW vs FIVN
-82.2%
+119.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | -0.7% | -7.8% | +7.1% | 0.0% |
| 30D | -8.3% | -1.7% | -6.6% | -8.3% |
| 3M | +6.0% | +47.2% | -41.2% | +1.4% |
| 6M | 0.0% | +82.7% | -82.7% | -7.7% |
| YTD | +10.2% | +52.9% | -42.7% | +3.5% |
| 1Y | +3.2% | +17.5% | -14.3% | 0.0% |
| 3Y | +21.0% | -55.8% | +76.8% | +27.9% |
| All | +37.6% | -82.2% | +119.7% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling