+322.1%
ITW vs FIVN
+280.5%
+41.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.4% | -11.3% | +8.9% | -1.3% |
| 30D | -9.5% | -7.3% | -2.2% | -9.0% |
| 3M | +6.6% | +41.7% | -35.0% | +2.6% |
| 6M | -1.8% | +78.3% | -80.0% | -8.5% |
| YTD | +9.0% | +50.9% | -41.9% | +2.9% |
| 1Y | +3.6% | +19.7% | -16.1% | -0.2% |
| 3Y | +19.4% | -55.7% | +75.2% | +24.3% |
| 5Y | +36.4% | -82.6% | +119.0% | +49.8% |
| 10Y | +190.0% | +113.6% | +76.3% | +146.1% |
| All | +322.1% | +280.5% | +41.6% | +240.6% |
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