+1,053.4%
FDX vs IBB
+560.8%
+492.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -2.5% | +1.4% | -3.9% | -3.3% |
| 30D | +3.8% | +10.5% | -6.7% | -1.7% |
| 3M | -1.3% | +23.6% | -24.9% | -12.0% |
| 6M | +5.0% | +22.6% | -17.6% | -6.2% |
| YTD | +39.6% | +25.7% | +14.0% | +23.0% |
| 1Y | +81.1% | +51.4% | +29.7% | +44.7% |
| 3Y | +63.0% | +64.4% | -1.3% | +23.7% |
| 5Y | +65.6% | +22.1% | +43.5% | +44.4% |
| 10Y | +183.4% | +132.5% | +50.9% | +74.8% |
| All | +1,053.4% | +560.8% | +492.5% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling