+46.0%
FE vs IBN
+73.5%
-27.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | +1.9% | -0.6% | +0.9% |
| 30D | +4.5% | +22.1% | -17.6% | +1.2% |
| 3M | +1.3% | +17.1% | -15.8% | -1.3% |
| 6M | +8.7% | +35.5% | -26.9% | +3.3% |
| YTD | +9.2% | +16.8% | -7.6% | +6.1% |
| 1Y | +7.0% | +12.4% | -5.4% | +4.6% |
| 3Y | +51.4% | +58.0% | -6.7% | +37.3% |
| All | +46.0% | +73.5% | -27.5% | +32.3% |
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 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