+121.6%
IBB vs FDS
+77.6%
+44.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.8% |
| 7D | -1.7% | -5.4% | +3.7% | +0.1% |
| 30D | +4.9% | +1.6% | +3.3% | +4.1% |
| 3M | +24.2% | +17.7% | +6.5% | +16.3% |
| 6M | +23.8% | +29.1% | -5.2% | +10.6% |
| YTD | +23.0% | +1.0% | +22.0% | +19.7% |
| 1Y | +46.2% | -21.6% | +67.8% | +56.6% |
| 3Y | +64.8% | -30.1% | +94.9% | +82.5% |
| 5Y | +20.9% | -20.7% | +41.7% | +24.8% |
| 10Y | +121.6% | +78.3% | +43.3% | +54.2% |
| All | +121.6% | +77.6% | +44.0% | +54.2% |
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