+21.8%
FDS vs IBN
+12.1%
+9.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.1% |
| 3M | +16.3% | +17.1% | -0.8% | +11.2% |
| 6M | +66.2% | +35.5% | +30.7% | +57.3% |
| YTD | +16.2% | +16.8% | -0.6% | +12.3% |
| 1Y | +21.8% | +12.4% | +9.4% | +18.3% |
| All | +21.8% | +12.1% | +9.7% | +18.3% |
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