-84.0%
FIG vs IBB
+57.5%
-141.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.0% | -11.6% | -14.0% |
| 7D | -17.4% | -3.6% | -13.8% | -15.3% |
| 30D | -15.9% | +3.4% | -19.3% | -16.2% |
| 3M | -34.5% | +9.5% | -44.0% | -36.6% |
| 6M | -5.0% | +23.3% | -28.3% | -12.7% |
| YTD | -50.7% | +24.5% | -75.2% | -56.2% |
| 1Y | -58.1% | +32.9% | -91.0% | -65.6% |
| All | -84.0% | +57.5% | -141.5% | -87.4% |
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