-22.6%
FDS vs IBN
+70.2%
-92.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.9% |
| 7D | -5.0% | +14.6% | -19.6% | -9.1% |
| 30D | +13.8% | +23.5% | -9.8% | +6.3% |
| 3M | +14.8% | +14.0% | +0.8% | +10.0% |
| 6M | +47.4% | +31.1% | +16.2% | +35.2% |
| YTD | +14.2% | +16.6% | -2.4% | +8.2% |
| 1Y | +26.6% | +14.9% | +11.7% | +20.6% |
| 3Y | -24.4% | +56.9% | -81.3% | -37.1% |
| 5Y | -22.6% | +69.7% | -92.3% | -38.5% |
| All | -22.6% | +70.2% | -92.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling