-94.4%
FRMI vs IBB
+51.1%
-145.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.4% | +17.1% | +17.3% |
| 7D | -0.5% | -1.4% | +0.8% | +0.6% |
| 30D | -44.3% | +6.8% | -51.1% | -45.3% |
| 3M | -74.6% | +9.2% | -83.8% | -75.4% |
| 6M | -66.3% | +28.3% | -94.6% | -69.6% |
| YTD | -77.4% | +29.4% | -106.7% | -79.9% |
| 1Y | -91.7% | +33.2% | -124.9% | -92.6% |
| All | -94.4% | +51.1% | -145.5% | -94.6% |
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