+1,382.0%
FERG vs IBB
+708.7%
+673.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | +8.7% | +5.1% | +3.6% | +7.6% |
| 3M | -7.4% | +10.7% | -18.1% | -9.3% |
| 6M | -6.6% | +22.9% | -29.5% | -10.4% |
| YTD | +6.6% | +26.7% | -20.1% | +1.6% |
| 1Y | -3.6% | +35.1% | -38.7% | -9.1% |
| 3Y | +56.4% | +80.2% | -23.8% | +40.7% |
| 5Y | +67.5% | +37.8% | +29.7% | +53.4% |
| 10Y | +434.6% | +161.2% | +273.4% | +376.2% |
| All | +1,382.0% | +708.7% | +673.2% | +1,158.4% |
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