+25.2%
FDS vs IBN
+16.2%
+9.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -2.0% | +15.8% | -17.8% | -5.8% |
| 30D | +13.5% | +25.1% | -11.6% | +7.0% |
| 3M | +15.2% | +16.0% | -0.8% | +10.0% |
| 6M | +47.0% | +32.8% | +14.3% | +38.7% |
| YTD | +13.9% | +18.0% | -4.1% | +9.5% |
| 1Y | +25.2% | +15.9% | +9.3% | +21.3% |
| All | +25.2% | +16.2% | +9.0% | +21.3% |
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