-46.5%
FRSH vs IBN
+27.4%
-74.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -6.6% | -3.0% | -3.6% | -6.1% |
| 30D | +2.1% | -1.5% | +3.6% | +2.4% |
| 3M | +29.0% | +7.9% | +21.0% | +27.3% |
| 6M | +48.6% | +8.6% | +40.0% | +46.6% |
| YTD | -2.9% | -0.6% | -2.4% | -2.8% |
| 1Y | -7.9% | -7.3% | -0.6% | -6.5% |
| 3Y | -46.5% | +26.2% | -72.7% | -53.6% |
| All | -46.5% | +27.4% | -74.0% | -53.6% |
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