+25.9%
IWM vs FIVN
-82.8%
+108.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -0.3% | -22.8% | +22.5% | +4.1% |
| 30D | +1.9% | -21.3% | +23.2% | +5.9% |
| 3M | -5.7% | -14.0% | +8.3% | -4.3% |
| 6M | -0.3% | +31.1% | -31.4% | -8.3% |
| YTD | +15.8% | +40.0% | -24.2% | +2.7% |
| 1Y | +17.1% | +38.1% | -21.0% | +4.0% |
| 3Y | +73.1% | -55.7% | +128.7% | +90.4% |
| 5Y | +25.9% | -82.5% | +108.4% | +62.4% |
| All | +25.9% | -82.8% | +108.7% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling