+34.2%
FFIV vs IBB
+36.8%
-2.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -2.9% | -1.4% | -1.6% | -2.9% |
| 30D | -32.4% | +6.8% | -39.2% | -32.4% |
| 3M | -22.7% | +9.2% | -31.9% | -22.6% |
| 6M | -10.7% | +28.3% | -39.0% | -11.3% |
| YTD | +25.4% | +29.4% | -4.0% | +23.3% |
| 1Y | +34.2% | +33.2% | +1.0% | +32.1% |
| All | +34.2% | +36.8% | -2.6% | +32.1% |
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