+128.7%
IVZ vs FIVN
-55.4%
+184.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +3.5% |
| 7D | -2.4% | -22.6% | +20.2% | +2.3% |
| 30D | -11.2% | -16.8% | +5.5% | -8.4% |
| 3M | -14.0% | -0.9% | -13.1% | -15.3% |
| 6M | +0.5% | +28.4% | -27.9% | -7.6% |
| YTD | +5.4% | +40.2% | -34.8% | -7.1% |
| 1Y | +19.5% | +30.5% | -11.1% | +7.1% |
| 3Y | +128.7% | -56.2% | +184.9% | +151.5% |
| All | +128.7% | -55.4% | +184.1% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling