-74.9%
FRSH vs IBN
+57.6%
-132.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -9.6% | -5.1% | -4.5% | -7.0% |
| 30D | -0.4% | -3.5% | +3.1% | +1.3% |
| 3M | +27.2% | +11.3% | +15.9% | +20.1% |
| 6M | +42.2% | +4.4% | +37.8% | +38.1% |
| YTD | -2.6% | -1.8% | -0.8% | -2.7% |
| 1Y | -10.2% | -8.0% | -2.2% | -7.3% |
| 3Y | -45.5% | +27.1% | -72.6% | -57.8% |
| All | -74.9% | +57.6% | -132.6% | -83.7% |
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