+184.8%
IWM vs FIVN
+243.6%
-58.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | +1.4% | -2.8% | +4.3% | +1.9% |
| 30D | +2.3% | -17.4% | +19.7% | +5.0% |
| 3M | -8.3% | -19.2% | +10.9% | -6.0% |
| 6M | -1.3% | +29.4% | -30.7% | -7.7% |
| YTD | +13.5% | +36.3% | -22.7% | +3.3% |
| 1Y | +18.4% | +33.5% | -15.1% | +8.0% |
| 3Y | +69.6% | -56.8% | +126.5% | +81.7% |
| 5Y | +23.3% | -83.0% | +106.3% | +46.4% |
| 10Y | +147.0% | +87.3% | +59.7% | +105.5% |
| All | +184.8% | +243.6% | -58.8% | +116.3% |
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