-83.4%
FRMI vs IBB
+40.4%
-123.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | +10.9% | -5.2% | +16.1% | +13.4% |
| 30D | -24.3% | +1.5% | -25.7% | -25.1% |
| 3M | -21.8% | +22.1% | -43.9% | -28.9% |
| 6M | -33.0% | +17.7% | -50.8% | -38.1% |
| YTD | -32.6% | +20.2% | -52.8% | -38.9% |
| All | -83.4% | +40.4% | -123.8% | -83.7% |
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