+336.0%
IR vs FND
+38.3%
+297.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.1% | -4.4% | +5.5% | +2.5% |
| 30D | +7.6% | +14.5% | -6.9% | +2.7% |
| 3M | +0.1% | -15.6% | +15.7% | +4.7% |
| 6M | +14.0% | +4.7% | +9.2% | +10.5% |
| YTD | +7.5% | -16.1% | +23.6% | +10.9% |
| 1Y | +10.1% | -16.0% | +26.1% | +13.4% |
| 3Y | +24.9% | -35.5% | +60.3% | +34.0% |
| 5Y | +46.9% | -60.5% | +107.4% | +72.8% |
| All | +336.0% | +38.3% | +297.7% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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