+230.6%
FIS vs IBB
+592.4%
-361.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -3.1% |
| 7D | -25.5% | -1.8% | -23.6% | -25.2% |
| 30D | -15.1% | +5.1% | -20.1% | -17.7% |
| 3M | -32.1% | +10.7% | -42.8% | -36.2% |
| 6M | -36.1% | +22.9% | -59.0% | -43.2% |
| YTD | -55.4% | +26.7% | -82.1% | -61.1% |
| 1Y | -53.9% | +35.1% | -89.0% | -61.1% |
| 3Y | -39.8% | +80.2% | -119.9% | -56.5% |
| 5Y | -71.1% | +37.8% | -108.9% | -76.4% |
| 10Y | -53.8% | +161.2% | -215.0% | -73.3% |
| All | +230.6% | +592.4% | -361.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling