+104.2%
FE vs IBB
+156.3%
-52.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | +5.2% | +5.1% | +0.1% | +3.4% |
| 3M | 0.0% | +10.7% | -10.7% | -3.5% |
| 6M | +5.0% | +22.9% | -17.9% | -2.1% |
| YTD | +7.9% | +26.7% | -18.8% | -0.8% |
| 1Y | +6.3% | +35.1% | -28.8% | -4.4% |
| 3Y | +46.0% | +80.2% | -34.2% | +17.4% |
| 5Y | +45.6% | +37.8% | +7.8% | +27.4% |
| All | +104.2% | +156.3% | -52.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling