+93.9%
FTV vs IBB
+149.0%
-55.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 6M | -1.5% | +22.6% | -24.1% | -12.4% |
| YTD | +3.5% | +25.7% | -22.2% | -9.4% |
| 1Y | +20.3% | +51.4% | -31.0% | -4.9% |
| 3Y | -3.1% | +64.4% | -67.5% | -27.3% |
| 5Y | +2.3% | +22.1% | -19.8% | -12.3% |
| 10Y | +76.3% | +132.5% | -56.2% | +10.7% |
| All | +93.9% | +149.0% | -55.1% | +28.0% |
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 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