+39.3%
FFIV vs IBB
+37.5%
+1.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -8.1% | -1.8% | -6.3% | -7.2% |
| 30D | -33.4% | +5.1% | -38.4% | -35.2% |
| 3M | -24.7% | +10.7% | -35.5% | -29.3% |
| 6M | -8.8% | +22.9% | -31.7% | -19.7% |
| YTD | +21.8% | +26.7% | -4.9% | +4.7% |
| 1Y | +25.3% | +35.1% | -9.8% | +3.2% |
| 3Y | +101.2% | +80.2% | +21.0% | +33.7% |
| All | +39.3% | +37.5% | +1.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling