+81.3%
FN vs IBN
+45.2%
+36.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +4.1% | -18.3% | -14.9% |
| 7D | -16.0% | +11.7% | -27.6% | -18.0% |
| 30D | -40.1% | +16.1% | -56.2% | -42.3% |
| 3M | -43.9% | +7.0% | -50.9% | -44.7% |
| 6M | -55.6% | +26.1% | -81.7% | -58.4% |
| YTD | -35.7% | +10.1% | -45.7% | -37.8% |
| 1Y | -39.8% | +8.0% | -47.8% | -41.7% |
| All | +81.3% | +45.2% | +36.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling