+109.2%
FE vs IBN
+312.4%
-203.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | -2.1% | -2.3% | +0.1% | -1.8% |
| 3M | +2.6% | +15.9% | -13.2% | 0.0% |
| 6M | -6.8% | +5.6% | -12.4% | -7.9% |
| YTD | +6.9% | -0.1% | +7.0% | +6.5% |
| 1Y | +11.6% | -6.5% | +18.1% | +12.4% |
| 3Y | +47.7% | +29.3% | +18.4% | +39.4% |
| 5Y | +46.2% | +56.6% | -10.4% | +32.2% |
| 10Y | +109.2% | +314.4% | -205.2% | +63.6% |
| All | +109.2% | +312.4% | -203.2% | +63.6% |
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