+200.3%
IP vs FN
+3,701.9%
-3,501.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.3% |
| 7D | +0.1% | +3.5% | -3.5% | -0.5% |
| 30D | -11.2% | -26.0% | +14.7% | -7.7% |
| 3M | +12.3% | -33.3% | +45.6% | +17.5% |
| 6M | -5.2% | -14.9% | +9.7% | -6.4% |
| YTD | -4.0% | -8.6% | +4.6% | -7.2% |
| 1Y | -19.2% | +12.3% | -31.5% | -25.3% |
| 3Y | +20.3% | +174.4% | -154.1% | -10.1% |
| 5Y | -17.5% | +296.4% | -313.9% | -44.1% |
| 10Y | +21.2% | +890.0% | -868.9% | -32.6% |
| All | +200.3% | +3,701.9% | -3,501.7% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling