+4.4%
FICO vs IBB
+64.8%
-60.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.3% |
| 7D | -19.2% | +1.4% | -20.6% | -19.6% |
| 30D | -14.6% | +10.5% | -25.1% | -18.3% |
| 3M | -20.1% | +23.6% | -43.7% | -27.3% |
| 6M | -36.3% | +22.6% | -58.9% | -42.0% |
| YTD | -44.9% | +25.7% | -70.5% | -50.5% |
| 1Y | -38.6% | +51.4% | -90.0% | -50.0% |
| All | +4.4% | +64.8% | -60.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling