+224.3%
FFIV vs IBB
+129.6%
+94.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | -5.1% | +10.5% | -15.6% | -10.4% |
| 3M | -4.5% | +23.6% | -28.1% | -15.4% |
| 6M | +36.5% | +22.6% | +13.8% | +20.7% |
| YTD | +53.0% | +25.7% | +27.3% | +33.0% |
| 1Y | +24.2% | +51.4% | -27.2% | -3.3% |
| 3Y | +137.2% | +64.4% | +72.8% | +73.5% |
| 5Y | +91.8% | +22.1% | +69.6% | +63.5% |
| All | +224.3% | +129.6% | +94.6% | +103.9% |
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