+48.5%
FND vs IBB
+113.3%
-64.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | -0.8% | -3.9% | +3.1% | +3.3% |
| 30D | -19.6% | +2.7% | -22.3% | -22.2% |
| 3M | -4.3% | +21.4% | -25.7% | -22.1% |
| 6M | -20.4% | +20.1% | -40.5% | -34.5% |
| YTD | -21.9% | +21.9% | -43.7% | -37.0% |
| 1Y | -45.2% | +44.1% | -89.3% | -62.9% |
| 3Y | -49.2% | +63.4% | -112.6% | -70.0% |
| 5Y | -61.8% | +19.8% | -81.6% | -68.8% |
| All | +48.5% | +113.3% | -64.9% | -32.4% |
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