+29.4%
FFIV vs IBB
+29.7%
-0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -32.4% | +4.6% | -36.9% | -32.3% |
| 3M | -25.7% | +6.8% | -32.5% | -25.4% |
| 6M | -13.5% | +23.1% | -36.6% | -13.7% |
| YTD | +21.1% | +26.0% | -4.9% | +19.4% |
| 1Y | +29.4% | +30.4% | -1.0% | +27.5% |
| All | +29.4% | +29.7% | -0.2% | +27.5% |
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