+130.1%
FDS vs IBN
+385.6%
-255.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +1.0% |
| 30D | +14.8% | +22.1% | -7.3% | +9.5% |
| 3M | +16.3% | +17.1% | -0.8% | +12.0% |
| 6M | +66.2% | +35.5% | +30.7% | +54.7% |
| YTD | +16.2% | +16.8% | -0.6% | +11.6% |
| 1Y | +21.8% | +12.4% | +9.4% | +18.0% |
| 3Y | -23.9% | +58.0% | -81.9% | -32.5% |
| 5Y | -23.1% | +73.7% | -96.8% | -33.7% |
| All | +130.1% | +385.6% | -255.4% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling