+151.7%
IBB vs FDS
+135.4%
+16.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.9% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +5.1% | +20.2% | -15.1% | -1.2% |
| 3M | +10.7% | +19.9% | -9.2% | +3.6% |
| 6M | +22.9% | +56.2% | -33.3% | +2.9% |
| YTD | +26.7% | +14.6% | +12.1% | +17.7% |
| 1Y | +35.1% | +31.6% | +3.5% | +18.1% |
| 3Y | +80.2% | -23.8% | +104.0% | +94.2% |
| 5Y | +37.8% | -22.6% | +60.4% | +45.2% |
| All | +151.7% | +135.4% | +16.4% | +48.5% |
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