+71.4%
IBN vs FGI
-74.8%
+146.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.5% |
| 7D | +1.9% | -14.4% | +16.3% | +1.9% |
| 30D | +22.1% | -11.8% | +33.9% | +22.1% |
| 3M | +17.1% | -46.2% | +63.3% | +17.3% |
| 6M | +35.5% | +5.2% | +30.4% | +35.1% |
| YTD | +16.8% | +10.5% | +6.3% | +16.0% |
| 1Y | +12.4% | +25.5% | -13.1% | +11.4% |
| 3Y | +58.0% | -16.0% | +74.0% | +55.8% |
| All | +71.4% | -74.8% | +146.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling