+602.8%
FICO vs IBB
+132.1%
+470.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.1% |
| 7D | -19.2% | +1.4% | -20.6% | -19.9% |
| 30D | -14.6% | +10.5% | -25.1% | -20.5% |
| 3M | -20.1% | +23.6% | -43.7% | -31.7% |
| 6M | -36.3% | +22.6% | -58.9% | -45.6% |
| YTD | -44.9% | +25.7% | -70.5% | -53.9% |
| 1Y | -38.6% | +51.4% | -90.0% | -55.5% |
| 3Y | +4.0% | +64.4% | -60.4% | -30.9% |
| 5Y | +99.5% | +22.1% | +77.4% | +65.5% |
| All | +602.8% | +132.1% | +470.7% | +280.6% |
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