-17.9%
FN vs IBN
+15.0%
-32.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +8.0% | +11.1% | -3.1% | +5.0% |
| 30D | -19.1% | +23.9% | -43.0% | -25.5% |
| 3M | -29.8% | +16.3% | -46.1% | -33.0% |
| 6M | -43.2% | +34.2% | -77.4% | -51.6% |
| YTD | -18.9% | +17.6% | -36.5% | -24.9% |
| 1Y | -17.9% | +13.8% | -31.7% | -25.0% |
| All | -17.9% | +15.0% | -32.9% | -25.0% |
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 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