+133.1%
IBB vs FDS
+132.8%
+0.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.4% |
| 7D | -1.4% | -2.1% | +0.8% | -0.7% |
| 30D | +6.8% | +16.0% | -9.2% | +1.6% |
| 3M | +9.2% | +18.8% | -9.6% | +2.5% |
| 6M | +28.3% | +54.1% | -25.8% | +8.3% |
| YTD | +29.4% | +17.0% | +12.4% | +19.5% |
| 1Y | +33.2% | +25.5% | +7.6% | +19.0% |
| 3Y | +90.2% | -23.3% | +113.5% | +104.9% |
| 5Y | +44.0% | -22.6% | +66.6% | +52.1% |
| 10Y | +133.1% | +130.2% | +2.9% | +53.1% |
| All | +133.1% | +132.8% | +0.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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