+68.4%
IBB vs FDS
-27.1%
+95.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | +10.5% | +9.0% | +1.5% | +9.3% |
| 3M | +23.6% | +18.9% | +4.8% | +20.9% |
| 6M | +22.6% | +35.1% | -12.5% | +17.3% |
| YTD | +25.7% | +5.5% | +20.2% | +26.9% |
| 1Y | +51.4% | -16.8% | +68.2% | +63.2% |
| All | +68.4% | -27.1% | +95.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling