-85.1%
FRMI vs IBB
+29.7%
-114.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.4% | +27.1% | +26.9% |
| 7D | +66.2% | -0.5% | +66.8% | +66.5% |
| 30D | -17.4% | +4.6% | -22.0% | -18.1% |
| 3M | -60.5% | +6.8% | -67.3% | -61.6% |
| 6M | -56.5% | +23.1% | -79.6% | -60.9% |
| YTD | -67.4% | +26.0% | -93.4% | -71.8% |
| 1Y | -85.1% | +30.4% | -115.5% | -87.5% |
| All | -85.1% | +29.7% | -114.7% | -87.5% |
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