+411.2%
FE vs IBB
+554.8%
-143.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.9% | +1.3% |
| 7D | +0.6% | -3.6% | +4.2% | +1.6% |
| 30D | +6.4% | +3.4% | +3.0% | +5.2% |
| 3M | -0.5% | +9.5% | -10.0% | -3.5% |
| 6M | +4.7% | +23.3% | -18.6% | -2.1% |
| YTD | +8.4% | +24.5% | -16.2% | +0.6% |
| 1Y | +7.2% | +32.9% | -25.7% | -2.4% |
| 3Y | +44.9% | +76.6% | -31.7% | +19.7% |
| 5Y | +46.3% | +35.5% | +10.8% | +29.3% |
| 10Y | +110.3% | +156.7% | -46.5% | +50.1% |
| All | +411.2% | +554.8% | -143.6% | +103.5% |
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 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