+49.0%
FND vs IBN
+370.7%
-321.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -6.8% | +1.9% | -8.7% | -7.6% |
| 30D | +8.0% | +22.1% | -14.1% | -1.2% |
| 3M | -18.9% | +17.1% | -36.0% | -24.5% |
| 6M | +4.7% | +35.5% | -30.9% | -8.5% |
| YTD | -21.6% | +16.8% | -38.4% | -26.8% |
| 1Y | -22.0% | +12.4% | -34.4% | -26.0% |
| 3Y | -40.4% | +58.0% | -98.5% | -52.2% |
| 5Y | -63.8% | +73.7% | -137.5% | -72.0% |
| All | +49.0% | +370.7% | -321.7% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling