-4.4%
FTV vs IBN
+25.8%
-30.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -1.3% | -5.1% | +3.8% | +0.2% |
| 30D | -9.5% | -3.5% | -6.0% | -8.6% |
| 3M | -10.9% | +11.3% | -22.2% | -13.5% |
| 6M | -0.6% | +4.4% | -5.1% | -2.1% |
| YTD | +1.4% | -1.8% | +3.2% | +1.6% |
| 1Y | +17.6% | -8.0% | +25.6% | +19.4% |
| All | -4.4% | +25.8% | -30.3% | -11.9% |
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