+116.2%
IYR vs FIVN
+285.7%
-169.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -1.4% | -7.8% | +6.5% | -0.6% |
| 30D | -2.7% | -1.7% | -0.9% | -2.6% |
| 3M | -2.1% | +47.2% | -49.3% | -6.1% |
| 6M | +3.6% | +82.7% | -79.1% | -3.5% |
| YTD | +8.1% | +52.9% | -44.8% | +2.1% |
| 1Y | +4.7% | +17.5% | -12.8% | +1.2% |
| 3Y | +29.1% | -55.8% | +84.9% | +34.6% |
| 5Y | +6.9% | -82.3% | +89.3% | +17.0% |
| 10Y | +69.0% | +116.5% | -47.6% | +54.0% |
| All | +116.2% | +285.7% | -169.4% | +90.0% |
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