+122.7%
FE vs IBB
+133.2%
-10.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +3.6% | +6.8% | -3.2% | +1.3% |
| 3M | +0.3% | +9.2% | -8.9% | -2.9% |
| 6M | +6.4% | +28.3% | -21.9% | -2.5% |
| YTD | +8.1% | +29.4% | -21.2% | -1.6% |
| 1Y | +4.6% | +33.2% | -28.6% | -5.8% |
| 3Y | +49.1% | +90.2% | -41.1% | +16.6% |
| 5Y | +46.1% | +44.0% | +2.1% | +25.2% |
| 10Y | +122.7% | +133.1% | -10.4% | +57.5% |
| All | +122.7% | +133.2% | -10.5% | +57.5% |
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 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