+51.6%
FANG vs IBB
+44.5%
+7.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | -4.2% | +7.1% | +2.0% |
| 30D | +2.6% | +1.1% | +1.5% | +3.0% |
| 3M | +7.6% | +19.0% | -11.5% | +11.7% |
| 6M | +17.3% | +18.9% | -1.5% | +22.5% |
| YTD | +38.7% | +20.3% | +18.3% | +43.8% |
| 1Y | +51.6% | +41.5% | +10.2% | +53.0% |
| All | +51.6% | +44.5% | +7.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling