+693.0%
FN vs IBN
+385.6%
+307.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +0.3% | +1.9% | -1.6% | -0.2% |
| 30D | -16.5% | +22.1% | -38.6% | -21.5% |
| 3M | -42.1% | +17.1% | -59.2% | -44.9% |
| 6M | -52.9% | +35.5% | -88.4% | -57.2% |
| YTD | -28.0% | +16.8% | -44.8% | -31.5% |
| 1Y | -18.5% | +12.4% | -30.9% | -21.6% |
| 3Y | +93.9% | +58.0% | +35.8% | +66.3% |
| 5Y | +170.5% | +73.7% | +96.8% | +124.6% |
| All | +693.0% | +385.6% | +307.4% | +445.0% |
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