+56.7%
FND vs IBN
+313.2%
-256.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -5.2% | +1.4% | -6.6% | -5.8% |
| 30D | -19.9% | -0.3% | -19.5% | -19.9% |
| 3M | +2.7% | +17.1% | -14.4% | -4.2% |
| 6M | -21.7% | +3.4% | -25.1% | -22.8% |
| YTD | -17.5% | +2.5% | -20.0% | -18.4% |
| 1Y | -39.3% | -4.2% | -35.1% | -38.4% |
| 3Y | -49.8% | +32.4% | -82.2% | -56.4% |
| 5Y | -60.1% | +59.2% | -119.3% | -67.9% |
| All | +56.7% | +313.2% | -256.4% | -11.0% |
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 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