-83.7%
FIG vs IBB
+60.2%
-143.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | -13.1% | -1.8% | -11.3% | -11.7% |
| 30D | -13.0% | +5.1% | -18.1% | -14.1% |
| 3M | -21.5% | +10.7% | -32.2% | -24.5% |
| 6M | -2.5% | +22.9% | -25.4% | -9.8% |
| YTD | -49.7% | +26.7% | -76.4% | -55.7% |
| 1Y | -59.1% | +35.1% | -94.2% | -66.7% |
| All | -83.7% | +60.2% | -143.9% | -87.3% |
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