+906.2%
FN vs IBN
+335.2%
+571.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | -22.0% | -0.3% | -21.7% | -22.0% |
| 3M | -43.0% | +17.1% | -60.1% | -45.7% |
| 6M | -27.7% | +3.4% | -31.1% | -28.5% |
| YTD | -10.5% | +2.5% | -13.0% | -11.3% |
| 1Y | +12.5% | -4.2% | +16.7% | +13.4% |
| 3Y | +153.8% | +32.4% | +121.4% | +130.3% |
| 5Y | +288.0% | +59.2% | +228.8% | +232.1% |
| All | +906.2% | +335.2% | +571.0% | +605.2% |
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