+131.2%
FTV vs IBN
+457.7%
-326.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | +11.1% | -11.8% | -3.8% |
| 30D | +18.3% | +23.9% | -5.5% | +11.0% |
| 3M | +10.2% | +16.3% | -6.1% | +5.2% |
| 6M | +12.8% | +34.2% | -21.4% | +3.2% |
| YTD | +23.4% | +17.6% | +5.8% | +17.1% |
| 1Y | +31.4% | +13.8% | +17.6% | +25.9% |
| 3Y | +38.7% | +57.0% | -18.4% | +19.4% |
| 5Y | +18.6% | +75.3% | -56.8% | -1.6% |
| 10Y | +110.1% | +388.7% | -278.5% | +35.9% |
| All | +131.2% | +457.7% | -326.5% | +44.4% |
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