+499.7%
FICO vs IBB
+156.3%
+343.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.6% |
| 7D | -0.9% | -1.8% | +0.9% | 0.0% |
| 30D | +3.3% | +5.1% | -1.7% | -1.0% |
| 3M | -31.7% | +10.7% | -42.4% | -37.3% |
| 6M | -34.0% | +22.9% | -56.9% | -44.3% |
| YTD | -58.3% | +26.7% | -85.0% | -65.8% |
| 1Y | -57.9% | +35.1% | -93.0% | -67.2% |
| 3Y | -24.1% | +80.2% | -104.3% | -53.8% |
| 5Y | +85.3% | +37.8% | +47.5% | +37.9% |
| All | +499.7% | +156.3% | +343.3% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling