-16.8%
FDS vs IBN
-4.0%
-12.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.1% |
| 30D | +9.0% | -0.3% | +9.3% | +9.1% |
| 3M | +18.9% | +17.1% | +1.7% | +16.1% |
| 6M | +35.1% | +3.4% | +31.7% | +34.7% |
| YTD | +5.5% | +2.5% | +3.0% | +5.7% |
| 1Y | -16.8% | -4.2% | -12.7% | -16.9% |
| All | -16.8% | -4.0% | -12.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling