+22.9%
IP vs FN
+900.0%
-877.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.7% |
| 7D | -5.3% | -1.7% | -3.6% | -5.0% |
| 30D | -10.9% | -22.0% | +11.1% | -8.1% |
| 3M | +11.2% | -43.0% | +54.2% | +19.3% |
| 6M | -10.2% | -27.7% | +17.5% | -9.0% |
| YTD | -2.0% | -10.5% | +8.5% | -5.5% |
| 1Y | -19.1% | +12.5% | -31.6% | -26.1% |
| 3Y | +20.9% | +153.8% | -132.9% | -12.6% |
| 5Y | -17.8% | +288.0% | -305.8% | -48.2% |
| All | +22.9% | +900.0% | -877.1% | -38.8% |
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