+206.9%
FN vs IBN
+70.2%
+136.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.2% |
| 7D | +16.3% | +14.6% | +1.7% | +10.4% |
| 30D | -24.7% | +23.5% | -48.3% | -31.0% |
| 3M | -34.9% | +14.0% | -48.9% | -38.4% |
| 6M | -41.1% | +31.1% | -72.2% | -47.6% |
| YTD | -19.6% | +16.6% | -36.2% | -24.9% |
| 1Y | -18.5% | +14.9% | -33.4% | -23.5% |
| 3Y | +119.1% | +56.9% | +62.2% | +70.9% |
| 5Y | +206.9% | +69.7% | +137.3% | +117.9% |
| All | +206.9% | +70.2% | +136.7% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling