+794.1%
FN vs IBN
+364.2%
+429.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.1% |
| 7D | -4.1% | +15.8% | -19.8% | -8.1% |
| 30D | -28.3% | +25.1% | -53.4% | -33.0% |
| 3M | -33.9% | +16.0% | -49.8% | -36.9% |
| 6M | -43.9% | +32.8% | -76.7% | -48.6% |
| YTD | -23.4% | +18.0% | -41.5% | -27.4% |
| 1Y | -25.4% | +15.9% | -41.3% | -28.9% |
| 3Y | +107.9% | +57.6% | +50.3% | +78.8% |
| 5Y | +195.1% | +74.7% | +120.4% | +145.0% |
| 10Y | +794.1% | +373.9% | +420.2% | +521.2% |
| All | +794.1% | +364.2% | +429.9% | +521.2% |
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