+1,133.2%
FTI vs IBB
+22.5%
+1,110.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +15.3% | +10.5% | +4.8% | +10.5% |
| 3M | +15.8% | +23.6% | -7.9% | +5.4% |
| 6M | +22.6% | +22.6% | 0.0% | +11.5% |
| YTD | +79.5% | +25.7% | +53.9% | +61.3% |
| 1Y | +102.0% | +51.4% | +50.6% | +65.8% |
| 3Y | +315.8% | +64.4% | +251.4% | +223.7% |
| All | +1,133.2% | +22.5% | +1,110.7% | +922.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling