-57.9%
FICO vs IBB
+35.8%
-93.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.7% |
| 30D | +3.3% | +5.1% | -1.7% | +2.1% |
| 3M | -31.7% | +10.7% | -42.4% | -33.5% |
| 6M | -34.0% | +22.9% | -56.9% | -36.8% |
| YTD | -58.3% | +26.7% | -85.0% | -60.8% |
| 1Y | -57.9% | +35.1% | -93.0% | -61.9% |
| All | -57.9% | +35.8% | -93.7% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling