-12.3%
IP vs FN
+148.3%
-160.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.2% | +10.3% | -2.7% |
| 7D | -5.0% | -16.0% | +11.0% | -3.7% |
| 30D | +6.5% | -40.1% | +46.6% | +11.3% |
| 3M | -18.0% | -43.9% | +25.9% | -14.3% |
| 6M | +10.3% | -55.6% | +65.9% | +17.1% |
| YTD | -9.9% | -35.7% | +25.8% | -10.5% |
| 1Y | -1.1% | -39.8% | +38.8% | -1.2% |
| 3Y | +13.0% | +80.3% | -67.3% | -11.3% |
| 5Y | -12.3% | +143.3% | -155.6% | -40.5% |
| All | -12.3% | +148.3% | -160.5% | -40.5% |
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 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