-29.1%
FN vs IBN
+14.0%
-43.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.2% | +7.5% | +10.5% |
| 7D | 0.0% | +15.1% | -15.1% | -4.1% |
| 30D | -34.3% | +21.6% | -56.0% | -39.1% |
| 3M | -39.9% | +11.2% | -51.0% | -41.2% |
| 6M | -51.8% | +27.8% | -79.6% | -57.4% |
| YTD | -28.1% | +14.7% | -42.8% | -32.6% |
| 1Y | -29.1% | +14.4% | -43.5% | -33.4% |
| All | -29.1% | +14.0% | -43.1% | -33.4% |
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