+3,078.0%
FN vs IBN
+436.2%
+2,641.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.7% | -7.1% |
| 7D | -7.0% | +8.9% | -15.9% | -9.4% |
| 30D | -24.7% | +12.6% | -37.4% | -27.6% |
| 3M | -35.7% | +3.1% | -38.7% | -36.5% |
| 6M | -52.4% | +20.6% | -73.0% | -55.3% |
| YTD | -25.0% | +5.8% | -30.7% | -26.6% |
| 1Y | -25.7% | +3.7% | -29.3% | -26.8% |
| 3Y | +110.2% | +40.3% | +69.9% | +86.4% |
| 5Y | +192.3% | +58.0% | +134.3% | +149.2% |
| 10Y | +812.3% | +347.9% | +464.4% | +440.3% |
| All | +3,078.0% | +436.2% | +2,641.8% | +1,527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling