+47.7%
FND vs IBN
+300.8%
-253.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -5.8% | -3.0% | -2.8% | -4.5% |
| 30D | -20.2% | -1.5% | -18.7% | -19.7% |
| 3M | -12.0% | +7.9% | -19.9% | -15.0% |
| 6M | -18.5% | +8.6% | -27.1% | -21.2% |
| YTD | -22.3% | -0.6% | -21.7% | -22.0% |
| 1Y | -47.6% | -7.3% | -40.3% | -46.1% |
| 3Y | -49.8% | +26.2% | -76.0% | -55.5% |
| 5Y | -63.0% | +57.8% | -120.8% | -70.0% |
| All | +47.7% | +300.8% | -253.1% | -15.0% |
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