+238.2%
FANG vs IBB
+17.1%
+221.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.8% |
| 7D | +1.2% | -5.2% | +6.4% | +2.8% |
| 30D | +2.4% | +1.5% | +0.9% | +1.7% |
| 3M | +5.1% | +22.1% | -17.1% | -1.7% |
| 6M | +16.4% | +17.7% | -1.3% | +9.7% |
| YTD | +39.0% | +20.2% | +18.8% | +29.6% |
| 1Y | +50.6% | +44.4% | +6.2% | +30.3% |
| 3Y | +46.9% | +61.1% | -14.2% | +20.0% |
| 5Y | +238.2% | +18.5% | +219.7% | +188.3% |
| All | +238.2% | +17.1% | +221.1% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling