-25.7%
FN vs IBN
+4.2%
-29.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.7% | -7.2% |
| 7D | -7.0% | +8.9% | -15.9% | -10.1% |
| 30D | -24.7% | +12.6% | -37.4% | -29.1% |
| 3M | -35.7% | +3.1% | -38.7% | -36.1% |
| 6M | -52.4% | +20.6% | -73.0% | -58.2% |
| YTD | -25.0% | +5.8% | -30.7% | -28.4% |
| 1Y | -25.7% | +3.7% | -29.3% | -29.5% |
| All | -25.7% | +4.2% | -29.9% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling