+184.1%
FTI vs IBN
+385.6%
-201.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +4.3% | +1.9% | +2.5% | +3.5% |
| 30D | -4.7% | +22.1% | -26.8% | -12.6% |
| 3M | -13.5% | +17.1% | -30.6% | -19.4% |
| 6M | -8.7% | +35.5% | -44.3% | -20.4% |
| YTD | +49.0% | +16.8% | +32.2% | +37.6% |
| 1Y | +54.0% | +12.4% | +41.6% | +44.6% |
| 3Y | +211.6% | +58.0% | +153.6% | +145.6% |
| 5Y | +881.9% | +73.7% | +808.2% | +630.9% |
| All | +184.1% | +385.6% | -201.4% | +45.6% |
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 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