+29.6%
IBB vs FDS
+23.2%
+6.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | +1.6% | -2.6% | +4.2% | +1.7% |
| 30D | +6.7% | +14.1% | -7.4% | +6.3% |
| 3M | +6.3% | +19.8% | -13.4% | +5.9% |
| 6M | +23.9% | +55.0% | -31.0% | +23.2% |
| YTD | +26.6% | +15.9% | +10.7% | +29.5% |
| 1Y | +29.6% | +24.2% | +5.5% | +32.4% |
| All | +29.6% | +23.2% | +6.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling