+2,156.0%
FDS vs IBN
+1,532.9%
+623.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +18.9% | +17.1% | +1.7% | +15.0% |
| 6M | +35.1% | +3.4% | +31.7% | +33.9% |
| YTD | +5.5% | +2.5% | +3.0% | +4.6% |
| 1Y | -16.8% | -4.2% | -12.7% | -16.4% |
| 3Y | -28.1% | +32.4% | -60.5% | -32.8% |
| 5Y | -17.4% | +59.2% | -76.6% | -26.2% |
| 10Y | +85.4% | +345.7% | -260.2% | +27.5% |
| All | +2,156.0% | +1,532.9% | +623.1% | +934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling