-83.2%
FIG vs IBB
+59.4%
-142.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | -9.5% | +4.6% | -14.0% | -10.3% |
| 3M | -26.2% | +6.8% | -33.0% | -27.7% |
| 6M | +2.7% | +23.1% | -20.4% | -5.1% |
| YTD | -48.0% | +26.0% | -74.0% | -54.1% |
| 1Y | -52.0% | +30.4% | -82.4% | -59.6% |
| All | -83.2% | +59.4% | -142.5% | -86.8% |
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