+57.0%
IVZ vs FIVN
+318.5%
-261.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +4.0% | +12.4% | -8.4% | +1.5% |
| 3M | +18.2% | +36.0% | -17.8% | +11.0% |
| 6M | +32.8% | +86.0% | -53.1% | +16.3% |
| YTD | +28.7% | +65.9% | -37.2% | +14.6% |
| 1Y | +55.4% | +26.5% | +28.9% | +44.5% |
| 3Y | +135.2% | -54.2% | +189.4% | +150.0% |
| 5Y | +64.2% | -80.5% | +144.6% | +87.1% |
| 10Y | +64.6% | +109.6% | -45.0% | +33.6% |
| All | +57.0% | +318.5% | -261.5% | +15.9% |
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 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