+32.1%
IP vs FN
+789.5%
-757.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.3% |
| 7D | +3.4% | -7.0% | +10.4% | +4.1% |
| 30D | +11.2% | -24.7% | +36.0% | +15.0% |
| 3M | -14.8% | -35.7% | +20.9% | -10.5% |
| 6M | +17.3% | -52.4% | +69.7% | +27.0% |
| YTD | -6.2% | -25.0% | +18.8% | -8.1% |
| 1Y | +2.3% | -25.7% | +28.0% | -0.3% |
| 3Y | +17.7% | +110.2% | -92.6% | -13.0% |
| 5Y | -8.4% | +192.3% | -200.8% | -39.6% |
| 10Y | +32.1% | +812.3% | -780.2% | -30.5% |
| All | +32.1% | +789.5% | -757.4% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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