+546.9%
IBB vs FDS
+1,723.1%
-1,176.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +5.1% | +20.2% | -15.1% | -2.0% |
| 3M | +10.7% | +19.9% | -9.2% | +2.7% |
| 6M | +22.9% | +56.2% | -33.3% | +1.3% |
| YTD | +26.7% | +14.6% | +12.1% | +15.2% |
| 1Y | +35.1% | +31.6% | +3.5% | +16.1% |
| 3Y | +80.2% | -23.8% | +104.0% | +87.4% |
| 5Y | +37.8% | -22.6% | +60.4% | +41.1% |
| 10Y | +161.2% | +139.3% | +21.9% | +68.2% |
| All | +546.9% | +1,723.1% | -1,176.2% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling