+76.9%
FICO vs IBB
+37.5%
+39.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.4% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | +3.3% | +5.1% | -1.7% | -0.2% |
| 3M | -31.7% | +10.7% | -42.4% | -36.4% |
| 6M | -34.0% | +22.9% | -56.9% | -42.7% |
| YTD | -58.3% | +26.7% | -85.0% | -64.7% |
| 1Y | -57.9% | +35.1% | -93.0% | -65.9% |
| 3Y | -24.1% | +80.2% | -104.3% | -51.1% |
| All | +76.9% | +37.5% | +39.5% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling