+424.2%
FERG vs IBB
+126.8%
+297.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +9.7% | -0.5% | +10.3% | +10.0% |
| 30D | +15.0% | +4.6% | +10.5% | +13.6% |
| 3M | +3.8% | +6.8% | -3.1% | +1.5% |
| 6M | +10.6% | +23.1% | -12.5% | +3.3% |
| YTD | +17.0% | +26.0% | -9.1% | +8.3% |
| 1Y | +7.1% | +30.4% | -23.3% | -1.8% |
| 3Y | +67.7% | +85.4% | -17.7% | +39.8% |
| 5Y | +76.4% | +39.7% | +36.7% | +51.6% |
| All | +424.2% | +126.8% | +297.5% | +349.6% |
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