+656.9%
FE vs IBN
+1,726.4%
-1,069.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.0% |
| 7D | -1.0% | +15.1% | -16.1% | -3.0% |
| 30D | +4.1% | +21.6% | -17.5% | +1.3% |
| 3M | -1.0% | +11.2% | -12.2% | -2.5% |
| 6M | +4.0% | +27.8% | -23.7% | +0.4% |
| YTD | +6.8% | +14.7% | -7.8% | +4.5% |
| 1Y | +5.3% | +14.4% | -9.1% | +3.0% |
| 3Y | +44.6% | +52.1% | -7.5% | +35.2% |
| 5Y | +44.2% | +70.7% | -26.5% | +31.9% |
| 10Y | +107.3% | +385.5% | -278.3% | +59.2% |
| All | +656.9% | +1,726.4% | -1,069.5% | +356.1% |
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