+5,080.7%
FFIV vs IBB
+566.2%
+4,514.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.6% |
| 7D | -8.1% | -1.8% | -6.3% | -6.9% |
| 30D | -33.4% | +5.1% | -38.4% | -36.1% |
| 3M | -24.7% | +10.7% | -35.5% | -31.2% |
| 6M | -8.8% | +22.9% | -31.7% | -23.7% |
| YTD | +21.8% | +26.7% | -4.9% | -1.2% |
| 1Y | +25.3% | +35.1% | -9.8% | -3.5% |
| 3Y | +101.2% | +80.2% | +21.0% | +21.2% |
| 5Y | +40.2% | +37.8% | +2.4% | +2.6% |
| 10Y | +129.0% | +161.2% | -32.2% | -7.6% |
| All | +5,080.7% | +566.2% | +4,514.5% | +709.4% |
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