-93.7%
FRMI vs IBB
+47.8%
-141.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.2% | +16.0% | +14.9% |
| 7D | +34.6% | +1.6% | +33.0% | +33.3% |
| 30D | -44.6% | +6.7% | -51.3% | -45.4% |
| 3M | -72.9% | +6.3% | -79.2% | -73.4% |
| 6M | -62.3% | +23.9% | -86.2% | -65.5% |
| YTD | -74.3% | +26.6% | -100.8% | -76.9% |
| 1Y | -90.5% | +29.6% | -120.2% | -91.5% |
| All | -93.7% | +47.8% | -141.5% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling