+5,232.4%
FICO vs IBB
+560.8%
+4,671.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.2% |
| 7D | -19.2% | +1.4% | -20.6% | -19.8% |
| 30D | -14.6% | +10.5% | -25.1% | -19.6% |
| 3M | -20.1% | +23.6% | -43.7% | -29.9% |
| 6M | -36.3% | +22.6% | -58.9% | -44.1% |
| YTD | -44.9% | +25.7% | -70.5% | -52.5% |
| 1Y | -38.6% | +51.4% | -90.0% | -52.8% |
| 3Y | +4.0% | +64.4% | -60.4% | -25.1% |
| 5Y | +99.5% | +22.1% | +77.4% | +70.9% |
| 10Y | +604.7% | +132.5% | +472.2% | +317.0% |
| All | +5,232.4% | +560.8% | +4,671.6% | +1,195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling