+144.3%
IWM vs FIVN
+92.2%
+52.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +2.8% | -17.4% | +20.2% | +5.9% |
| 30D | +0.6% | -20.4% | +21.0% | +4.2% |
| 3M | -7.8% | -9.6% | +1.9% | -7.2% |
| 6M | -1.0% | +34.7% | -35.7% | -8.7% |
| YTD | +13.9% | +40.6% | -26.7% | +2.0% |
| 1Y | +15.4% | +34.3% | -18.9% | +4.2% |
| 3Y | +70.2% | -55.5% | +125.7% | +83.3% |
| 5Y | +23.7% | -82.5% | +106.1% | +50.0% |
| All | +144.3% | +92.2% | +52.2% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling