+84.8%
FTV vs IBB
+124.2%
-39.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.4% |
| 7D | -0.4% | -1.7% | +1.3% | +0.5% |
| 30D | -8.3% | +4.9% | -13.2% | -10.9% |
| 3M | -7.4% | +24.2% | -31.6% | -18.0% |
| 6M | -1.2% | +23.8% | -25.1% | -12.7% |
| YTD | +2.7% | +23.0% | -20.3% | -9.2% |
| 1Y | +18.4% | +46.2% | -27.7% | -4.9% |
| 3Y | -2.0% | +64.8% | -66.9% | -26.9% |
| 5Y | +3.4% | +20.9% | -17.5% | -11.0% |
| All | +84.8% | +124.2% | -39.4% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling