+93.9%
FTV vs IBN
+386.4%
-292.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -4.5% | +1.4% | -5.9% | -4.9% |
| 30D | -7.1% | -0.3% | -6.7% | -7.0% |
| 3M | -7.2% | +17.1% | -24.3% | -11.4% |
| 6M | -1.5% | +3.4% | -4.9% | -2.7% |
| YTD | +3.5% | +2.5% | +0.9% | +2.4% |
| 1Y | +20.3% | -4.2% | +24.5% | +21.2% |
| 3Y | -3.1% | +32.4% | -35.5% | -12.2% |
| 5Y | +2.3% | +59.2% | -56.8% | -12.5% |
| 10Y | +76.3% | +345.7% | -269.4% | +18.1% |
| All | +93.9% | +386.4% | -292.5% | +26.2% |
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