+1,545.2%
FERG vs IBB
+722.2%
+823.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +7.2% | +0.8% | +6.4% | +7.1% |
| 30D | +17.9% | +5.2% | +12.7% | +16.8% |
| 3M | -1.3% | +8.6% | -9.9% | -2.9% |
| 6M | +8.3% | +27.8% | -19.5% | +3.2% |
| YTD | +18.3% | +28.8% | -10.5% | +12.5% |
| 1Y | +4.7% | +36.4% | -31.7% | -1.5% |
| 3Y | +70.3% | +89.3% | -19.1% | +52.1% |
| 5Y | +84.6% | +43.3% | +41.4% | +68.4% |
| 10Y | +430.3% | +130.6% | +299.7% | +373.7% |
| All | +1,545.2% | +722.2% | +823.0% | +1,293.1% |
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