-16.1%
IP vs FN
+289.0%
-305.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.9% |
| 7D | -5.3% | -1.7% | -3.6% | -5.1% |
| 30D | -10.9% | -22.0% | +11.1% | -9.0% |
| 3M | +11.2% | -43.0% | +54.2% | +16.8% |
| 6M | -10.2% | -27.7% | +17.5% | -9.6% |
| YTD | -2.0% | -10.5% | +8.5% | -5.0% |
| 1Y | -19.1% | +12.5% | -31.6% | -24.8% |
| 3Y | +20.9% | +153.8% | -132.9% | -7.7% |
| All | -16.1% | +289.0% | -305.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling