+295.8%
FTI vs IBN
+324.2%
-28.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -4.4% | -3.0% | -1.4% | -3.2% |
| 30D | +1.5% | -1.5% | +3.0% | +2.1% |
| 3M | +8.2% | +7.9% | +0.3% | +4.4% |
| 6M | +18.8% | +8.6% | +10.2% | +13.8% |
| YTD | +71.7% | -0.6% | +72.2% | +70.2% |
| 1Y | +90.0% | -7.3% | +97.4% | +93.5% |
| 3Y | +270.5% | +26.2% | +244.3% | +224.2% |
| 5Y | +1,084.5% | +57.8% | +1,026.7% | +823.8% |
| All | +295.8% | +324.2% | -28.4% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling