-23.8%
FDS vs IBN
-8.0%
-15.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.0% |
| 7D | -8.8% | -5.1% | -3.7% | -7.8% |
| 30D | -1.4% | -3.5% | +2.2% | -0.6% |
| 3M | +13.9% | +11.3% | +2.6% | +12.4% |
| 6M | +27.4% | +4.4% | +23.0% | +27.1% |
| YTD | -2.5% | -1.8% | -0.7% | -1.4% |
| 1Y | -23.8% | -8.0% | -15.8% | -23.5% |
| All | -23.8% | -8.0% | -15.8% | -23.5% |
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