-61.8%
FND vs IBN
+54.0%
-115.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | -0.8% | -5.1% | +4.3% | +2.6% |
| 30D | -19.6% | -3.5% | -16.1% | -17.9% |
| 3M | -4.3% | +11.3% | -15.7% | -10.9% |
| 6M | -20.4% | +4.4% | -24.9% | -22.7% |
| YTD | -21.9% | -1.8% | -20.1% | -21.3% |
| 1Y | -45.2% | -8.0% | -37.2% | -42.9% |
| 3Y | -49.2% | +27.1% | -76.3% | -59.6% |
| 5Y | -61.8% | +54.5% | -116.3% | -75.0% |
| All | -61.8% | +54.0% | -115.8% | -75.0% |
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 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