-95.3%
FRMI vs IBB
+50.4%
-145.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.6% |
| 7D | -24.3% | +0.8% | -25.1% | -24.2% |
| 30D | -55.1% | +5.2% | -60.3% | -55.6% |
| 3M | -73.8% | +8.6% | -82.4% | -74.5% |
| 6M | -70.6% | +27.8% | -98.4% | -73.4% |
| YTD | -80.8% | +28.8% | -109.6% | -82.9% |
| 1Y | -93.9% | +36.4% | -130.3% | -94.2% |
| All | -95.3% | +50.4% | -145.7% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling