+126.7%
FFIV vs IBB
+133.2%
-6.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | -2.9% | -1.4% | -1.6% | -2.2% |
| 30D | -32.4% | +6.8% | -39.2% | -35.0% |
| 3M | -22.7% | +9.2% | -31.9% | -26.9% |
| 6M | -10.7% | +28.3% | -39.0% | -23.4% |
| YTD | +25.4% | +29.4% | -4.0% | +6.4% |
| 1Y | +34.2% | +33.2% | +1.0% | +11.8% |
| 3Y | +101.2% | +90.2% | +11.0% | +33.1% |
| 5Y | +42.0% | +44.0% | -2.0% | +9.8% |
| 10Y | +126.7% | +133.1% | -6.4% | +33.0% |
| All | +126.7% | +133.2% | -6.5% | +33.0% |
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