-32.8%
FPS vs IBB
+23.2%
-56.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.2% | +5.4% |
| 7D | -24.5% | -1.8% | -22.7% | -22.6% |
| 30D | -52.1% | +5.1% | -57.1% | -53.2% |
| 3M | -48.4% | +10.7% | -59.1% | -54.0% |
| 6M | -54.4% | +22.9% | -77.2% | -65.6% |
| All | -32.8% | +23.2% | -56.0% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling