+1,107.3%
FTI vs IBN
+53.6%
+1,053.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -2.3% | -5.1% | +2.8% | -0.8% |
| 30D | +5.0% | -3.5% | +8.6% | +6.1% |
| 3M | +13.8% | +11.3% | +2.5% | +9.8% |
| 6M | +22.9% | +4.4% | +18.5% | +20.5% |
| YTD | +75.0% | -1.8% | +76.8% | +74.9% |
| 1Y | +96.9% | -8.0% | +104.9% | +100.6% |
| 3Y | +276.7% | +27.1% | +249.7% | +235.5% |
| All | +1,107.3% | +53.6% | +1,053.7% | +907.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling