+28.6%
IVZ vs FIVN
+253.7%
-225.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +2.9% |
| 7D | -2.4% | -22.6% | +20.2% | +1.5% |
| 30D | -11.2% | -16.8% | +5.5% | -8.9% |
| 3M | -14.0% | -0.9% | -13.1% | -15.0% |
| 6M | +0.5% | +28.4% | -27.9% | -5.8% |
| YTD | +5.4% | +40.2% | -34.8% | -4.3% |
| 1Y | +19.5% | +30.5% | -11.1% | +9.7% |
| 3Y | +128.7% | -56.2% | +184.9% | +143.7% |
| 5Y | +28.8% | -81.0% | +109.7% | +47.5% |
| 10Y | +52.3% | +105.3% | -52.9% | +24.1% |
| All | +28.6% | +253.7% | -225.2% | -3.2% |
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