+257.3%
IWD vs FIVN
+243.6%
+13.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +2.3% | -2.8% | +5.1% | +2.5% |
| 30D | +3.6% | -17.4% | +21.0% | +5.2% |
| 3M | +2.2% | -19.2% | +21.3% | +3.6% |
| 6M | +13.0% | +29.4% | -16.4% | +8.7% |
| YTD | +26.5% | +36.3% | -9.7% | +19.9% |
| 1Y | +30.1% | +33.5% | -3.3% | +23.4% |
| 3Y | +84.9% | -56.8% | +141.7% | +91.8% |
| 5Y | +73.4% | -83.0% | +156.3% | +90.2% |
| 10Y | +204.0% | +87.3% | +116.8% | +164.7% |
| All | +257.3% | +243.6% | +13.7% | +193.5% |
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 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