-55.3%
FIS vs IBB
+139.6%
-194.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.7% |
| 7D | -29.4% | +2.7% | -32.1% | -30.8% |
| 30D | -16.7% | +6.3% | -23.1% | -19.9% |
| 3M | -33.0% | +11.1% | -44.0% | -37.3% |
| 6M | -33.3% | +29.2% | -62.6% | -42.7% |
| YTD | -56.0% | +30.2% | -86.2% | -62.5% |
| 1Y | -54.6% | +39.5% | -94.1% | -62.8% |
| 3Y | -40.6% | +92.3% | -133.0% | -59.9% |
| 5Y | -71.9% | +43.0% | -114.9% | -78.0% |
| 10Y | -55.3% | +137.1% | -192.4% | -74.0% |
| All | -55.3% | +139.6% | -194.9% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling