+248.4%
IWD vs FIVN
+318.5%
-70.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +0.6% | +12.4% | -11.8% | -0.8% |
| 3M | +7.2% | +36.0% | -28.8% | +3.5% |
| 6M | +16.2% | +86.0% | -69.8% | +7.8% |
| YTD | +23.3% | +65.9% | -42.6% | +15.3% |
| 1Y | +29.6% | +26.5% | +3.1% | +24.2% |
| 3Y | +70.5% | -54.2% | +124.7% | +76.6% |
| 5Y | +73.5% | -80.5% | +153.9% | +88.4% |
| 10Y | +198.3% | +109.6% | +88.7% | +157.5% |
| All | +248.4% | +318.5% | -70.1% | +182.4% |
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