-23.8%
FICO vs IBB
+75.6%
-99.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +2.8% |
| 7D | -0.3% | -3.6% | +3.4% | +1.0% |
| 30D | +1.7% | +3.4% | -1.7% | -0.1% |
| 3M | -35.2% | +9.5% | -44.7% | -38.1% |
| 6M | -33.7% | +23.3% | -57.0% | -40.1% |
| YTD | -58.2% | +24.5% | -82.7% | -62.5% |
| 1Y | -56.6% | +32.9% | -89.5% | -62.4% |
| All | -23.8% | +75.6% | -99.3% | -39.9% |
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 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