+137.1%
IBB vs FDS
+135.1%
+2.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +2.7% | -5.0% | +7.7% | +4.3% |
| 30D | +6.3% | +13.8% | -7.4% | +1.8% |
| 3M | +11.1% | +14.8% | -3.8% | +5.4% |
| 6M | +29.2% | +47.4% | -18.1% | +10.7% |
| YTD | +30.2% | +14.2% | +16.1% | +21.2% |
| 1Y | +39.5% | +26.6% | +12.8% | +23.9% |
| 3Y | +92.3% | -24.4% | +116.8% | +107.9% |
| 5Y | +43.0% | -22.6% | +65.6% | +50.6% |
| 10Y | +137.1% | +130.0% | +7.1% | +54.9% |
| All | +137.1% | +135.1% | +2.0% | +54.9% |
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