+107.5%
FTV vs IBB
+139.6%
-32.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.2% |
| 7D | +0.4% | +2.7% | -2.3% | -1.0% |
| 30D | +17.2% | +6.3% | +10.9% | +13.3% |
| 3M | +8.9% | +11.1% | -2.2% | +2.2% |
| 6M | +11.3% | +29.2% | -17.9% | -4.2% |
| YTD | +21.9% | +30.2% | -8.3% | +3.9% |
| 1Y | +31.6% | +39.5% | -7.9% | +7.8% |
| 3Y | +38.1% | +92.3% | -54.3% | -6.4% |
| 5Y | +15.7% | +43.0% | -27.3% | -9.1% |
| 10Y | +107.5% | +137.1% | -29.6% | +20.0% |
| All | +107.5% | +139.6% | -32.2% | +20.0% |
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