+99.5%
FFIV vs IBB
+89.8%
+9.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | -33.9% | +5.2% | -39.0% | -35.0% |
| 3M | -22.6% | +8.6% | -31.2% | -25.0% |
| 6M | -10.4% | +27.8% | -38.2% | -18.7% |
| YTD | +24.3% | +28.8% | -4.5% | +11.7% |
| 1Y | +31.8% | +36.4% | -4.6% | +14.9% |
| 3Y | +99.5% | +89.3% | +10.2% | +41.9% |
| All | +99.5% | +89.8% | +9.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling