-13.4%
FND vs IBN
+4.2%
-17.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.2% | +7.5% |
| 7D | +12.3% | +8.9% | +3.4% | +4.4% |
| 30D | +14.7% | +12.6% | +2.1% | +3.6% |
| 3M | -12.0% | +3.1% | -15.1% | -14.3% |
| 6M | +10.8% | +20.6% | -9.8% | -7.7% |
| YTD | -12.3% | +5.8% | -18.1% | -20.7% |
| 1Y | -13.4% | +3.7% | -17.0% | -21.3% |
| All | -13.4% | +4.2% | -17.6% | -21.3% |
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