-2.7%
FTV vs IBB
+68.6%
-71.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -4.5% | +1.4% | -5.9% | -5.2% |
| 30D | -7.1% | +10.5% | -17.6% | -12.1% |
| 3M | -7.2% | +23.6% | -30.8% | -17.5% |
| 6M | -1.5% | +22.6% | -24.1% | -12.4% |
| YTD | +3.5% | +25.7% | -22.2% | -9.7% |
| 1Y | +20.3% | +51.4% | -31.0% | -6.8% |
| All | -2.7% | +68.6% | -71.3% | -30.6% |
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 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