+96.2%
FITB vs IBB
+584.7%
-488.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.7% |
| 7D | -1.1% | +2.7% | -3.8% | -2.9% |
| 30D | +7.3% | +6.3% | +1.0% | +2.9% |
| 3M | -4.0% | +11.1% | -15.1% | -11.3% |
| 6M | +11.9% | +29.2% | -17.3% | -6.8% |
| YTD | +19.0% | +30.2% | -11.2% | -1.9% |
| 1Y | +31.0% | +39.5% | -8.5% | +3.2% |
| 3Y | +143.8% | +92.3% | +51.4% | +53.7% |
| 5Y | +48.9% | +43.0% | +5.9% | +12.6% |
| 10Y | +236.6% | +137.1% | +99.5% | +76.7% |
| All | +96.2% | +584.7% | -488.5% | -59.0% |
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