+2,159.9%
FTI vs IBB
+590.0%
+1,570.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +5.3% | +1.4% | +3.9% | +4.4% |
| 30D | +15.3% | +10.5% | +4.8% | +8.3% |
| 3M | +15.8% | +23.6% | -7.9% | +1.2% |
| 6M | +22.6% | +22.6% | 0.0% | +6.9% |
| YTD | +79.5% | +25.7% | +53.9% | +54.0% |
| 1Y | +102.0% | +51.4% | +50.6% | +54.2% |
| 3Y | +315.8% | +64.4% | +251.4% | +197.9% |
| 5Y | +1,129.5% | +22.1% | +1,107.4% | +933.0% |
| 10Y | +320.9% | +132.5% | +188.5% | +132.8% |
| All | +2,159.9% | +590.0% | +1,570.0% | +408.5% |
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 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