+655.5%
FN vs IBB
+152.0%
+503.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.0% | -9.2% | -10.6% |
| 7D | -16.0% | -3.6% | -12.4% | -13.4% |
| 30D | -40.1% | +3.4% | -43.5% | -41.2% |
| 3M | -43.9% | +9.5% | -53.4% | -47.9% |
| 6M | -55.6% | +23.3% | -78.9% | -62.5% |
| YTD | -35.7% | +24.5% | -60.2% | -45.8% |
| 1Y | -39.8% | +32.9% | -72.7% | -51.7% |
| 3Y | +80.3% | +76.6% | +3.7% | +18.4% |
| 5Y | +143.3% | +35.5% | +107.8% | +88.9% |
| All | +655.5% | +152.0% | +503.5% | +321.4% |
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