+277.6%
FTI vs IBN
+25.8%
+251.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.3% | -5.1% | +2.8% | -1.6% |
| 30D | +5.0% | -3.5% | +8.6% | +5.6% |
| 3M | +13.8% | +11.3% | +2.5% | +11.4% |
| 6M | +22.9% | +4.4% | +18.5% | +21.7% |
| YTD | +75.0% | -1.8% | +76.8% | +75.4% |
| 1Y | +96.9% | -8.0% | +104.9% | +99.6% |
| All | +277.6% | +25.8% | +251.8% | +256.0% |
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