+205.0%
FTI vs IBB
+89.8%
+115.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -7.2% | +5.2% | -12.4% | -8.9% |
| 3M | -12.9% | +8.6% | -21.5% | -15.8% |
| 6M | -7.9% | +27.8% | -35.7% | -17.3% |
| YTD | +45.2% | +28.8% | +16.4% | +29.2% |
| 1Y | +48.1% | +36.4% | +11.7% | +27.7% |
| 3Y | +205.0% | +89.3% | +115.6% | +111.1% |
| All | +205.0% | +89.8% | +115.2% | +111.1% |
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