+109.8%
FE vs IBN
+361.0%
-251.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | 0.0% | +15.1% | -15.1% | -2.5% |
| 30D | +5.2% | +21.6% | -16.5% | +1.6% |
| 3M | 0.0% | +11.2% | -11.2% | -2.0% |
| 6M | +5.0% | +27.8% | -22.7% | +0.5% |
| YTD | +7.9% | +14.7% | -6.8% | +4.9% |
| 1Y | +6.3% | +14.4% | -8.1% | +3.4% |
| 3Y | +46.0% | +52.1% | -6.1% | +33.8% |
| 5Y | +45.6% | +70.7% | -25.1% | +29.7% |
| All | +109.8% | +361.0% | -251.2% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling