+50.3%
FANG vs IBB
+60.8%
-10.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.7% |
| 7D | +1.2% | -5.2% | +6.4% | +2.5% |
| 30D | +2.4% | +1.5% | +0.9% | +1.8% |
| 3M | +5.1% | +22.1% | -17.1% | -1.2% |
| 6M | +16.4% | +17.7% | -1.3% | +10.4% |
| YTD | +39.0% | +20.2% | +18.8% | +30.1% |
| 1Y | +50.6% | +44.4% | +6.2% | +28.9% |
| All | +50.3% | +60.8% | -10.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling