+6,407.8%
FFIV vs IBB
+560.8%
+5,847.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -2.0% |
| 30D | -5.1% | +10.5% | -15.6% | -12.4% |
| 3M | -4.5% | +23.6% | -28.1% | -19.3% |
| 6M | +36.5% | +22.6% | +13.8% | +14.9% |
| YTD | +53.0% | +25.7% | +27.3% | +25.8% |
| 1Y | +24.2% | +51.4% | -27.2% | -11.7% |
| 3Y | +137.2% | +64.4% | +72.8% | +54.4% |
| 5Y | +91.8% | +22.1% | +69.6% | +54.9% |
| 10Y | +215.2% | +132.5% | +82.7% | +40.1% |
| All | +6,407.8% | +560.8% | +5,847.0% | +931.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling