+11.4%
FPS vs IBN
-3.1%
+14.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +5.3% |
| 7D | +10.4% | -2.2% | +12.6% | +12.3% |
| 30D | -16.5% | -2.3% | -14.2% | -15.0% |
| 3M | -45.5% | +15.9% | -61.4% | -53.5% |
| 6M | +2.1% | +5.6% | -3.5% | -4.7% |
| All | +11.4% | -3.1% | +14.5% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling