+122.6%
FTV vs IBB
+151.0%
-28.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +1.1% |
| 30D | +15.7% | +5.1% | +10.6% | +12.6% |
| 3M | +7.5% | +10.7% | -3.2% | +1.3% |
| 6M | +8.5% | +22.9% | -14.4% | -3.7% |
| YTD | +18.8% | +26.7% | -7.9% | +3.3% |
| 1Y | +28.5% | +35.1% | -6.6% | +7.9% |
| 3Y | +34.0% | +80.2% | -46.2% | -4.5% |
| 5Y | +12.6% | +37.8% | -25.2% | -9.2% |
| 10Y | +111.4% | +161.2% | -49.8% | +28.2% |
| All | +122.6% | +151.0% | -28.4% | +46.0% |
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