+31.8%
FFIV vs IBB
+36.9%
-5.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -4.2% | +0.8% | -5.0% | -4.1% |
| 30D | -33.9% | +5.2% | -39.0% | -33.8% |
| 3M | -22.6% | +8.6% | -31.2% | -22.4% |
| 6M | -10.4% | +27.8% | -38.2% | -10.7% |
| YTD | +24.3% | +28.8% | -4.5% | +22.8% |
| 1Y | +31.8% | +36.4% | -4.6% | +30.9% |
| All | +31.8% | +36.9% | -5.1% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling