+86.1%
FICO vs IBB
+34.6%
+51.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +3.7% |
| 7D | -0.3% | -3.6% | +3.4% | +1.6% |
| 30D | +1.7% | +3.4% | -1.7% | -0.9% |
| 3M | -35.2% | +9.5% | -44.7% | -39.3% |
| 6M | -33.7% | +23.3% | -57.0% | -42.6% |
| YTD | -58.2% | +24.5% | -82.7% | -64.2% |
| 1Y | -56.6% | +32.9% | -89.5% | -64.5% |
| 3Y | -24.0% | +76.6% | -100.5% | -50.5% |
| 5Y | +86.1% | +35.5% | +50.6% | +24.5% |
| All | +86.1% | +34.6% | +51.5% | +24.5% |
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