+211.6%
FTI vs IBN
+57.3%
+154.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.3% | +1.9% | +2.5% | +4.1% |
| 30D | -4.7% | +22.1% | -26.8% | -6.9% |
| 3M | -13.5% | +17.1% | -30.6% | -15.0% |
| 6M | -8.7% | +35.5% | -44.3% | -12.8% |
| YTD | +49.0% | +16.8% | +32.2% | +46.4% |
| 1Y | +54.0% | +12.4% | +41.6% | +52.6% |
| 3Y | +211.6% | +58.0% | +153.6% | +187.8% |
| All | +211.6% | +57.3% | +154.3% | +187.8% |
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