+662.4%
FE vs IBN
+1,532.9%
-870.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -1.2% | -0.3% | -0.8% | -1.1% |
| 3M | +3.5% | +17.1% | -13.6% | +1.2% |
| 6M | -6.1% | +3.4% | -9.5% | -6.7% |
| YTD | +7.6% | +2.5% | +5.1% | +7.0% |
| 1Y | +11.9% | -4.2% | +16.1% | +12.2% |
| 3Y | +48.4% | +32.4% | +16.0% | +41.6% |
| 5Y | +44.8% | +59.2% | -14.4% | +33.7% |
| 10Y | +115.9% | +345.7% | -229.8% | +67.7% |
| All | +662.4% | +1,532.9% | -870.5% | +366.9% |
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