+1,348.4%
FERG vs IBB
+702.2%
+646.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | 0.0% | +1.4% | -1.5% | -0.3% |
| 30D | -10.2% | +10.5% | -20.7% | -11.9% |
| 3M | -0.6% | +23.6% | -24.2% | -4.7% |
| 6M | -6.5% | +22.6% | -29.2% | -10.3% |
| YTD | +4.2% | +25.7% | -21.5% | -0.5% |
| 1Y | -2.3% | +51.4% | -53.6% | -9.7% |
| 3Y | +48.5% | +64.4% | -15.9% | +35.3% |
| 5Y | +72.0% | +22.1% | +49.9% | +58.7% |
| 10Y | +369.9% | +132.5% | +237.4% | +321.1% |
| All | +1,348.4% | +702.2% | +646.2% | +1,132.3% |
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