-37.1%
FIS vs IBB
+129.6%
-166.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | -2.2% | +10.5% | -12.7% | -7.5% |
| 3M | +2.1% | +23.6% | -21.5% | -9.0% |
| 6M | -14.7% | +22.6% | -37.3% | -24.0% |
| YTD | -35.7% | +25.7% | -61.4% | -43.6% |
| 1Y | -37.1% | +51.4% | -88.4% | -50.1% |
| 3Y | -20.0% | +64.4% | -84.4% | -40.1% |
| 5Y | -62.1% | +22.1% | -84.3% | -67.5% |
| All | -37.1% | +129.6% | -166.7% | -61.5% |
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