+541.4%
FICO vs IBB
+126.8%
+414.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.6% |
| 30D | +0.1% | +4.6% | -4.5% | -3.6% |
| 3M | -35.2% | +6.8% | -42.0% | -39.0% |
| 6M | -32.4% | +23.1% | -55.5% | -43.2% |
| YTD | -57.4% | +26.0% | -83.4% | -65.1% |
| 1Y | -58.5% | +30.4% | -88.9% | -67.0% |
| 3Y | -28.9% | +85.4% | -114.3% | -58.2% |
| 5Y | +91.7% | +39.7% | +52.0% | +40.1% |
| All | +541.4% | +126.8% | +414.6% | +225.8% |
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