+2,159.9%
FTI vs IBN
+3,694.0%
-1,534.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +15.3% | -0.3% | +15.7% | +15.4% |
| 3M | +15.8% | +17.1% | -1.3% | +9.6% |
| 6M | +22.6% | +3.4% | +19.2% | +20.4% |
| YTD | +79.5% | +2.5% | +77.0% | +76.6% |
| 1Y | +102.0% | -4.2% | +106.2% | +102.6% |
| 3Y | +315.8% | +32.4% | +283.4% | +270.5% |
| 5Y | +1,129.5% | +59.2% | +1,070.3% | +920.7% |
| 10Y | +320.9% | +345.7% | -24.7% | +142.8% |
| All | +2,159.9% | +3,694.0% | -1,534.1% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling