+541.7%
IBB vs FDS
+1,578.9%
-1,037.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | +10.5% | +9.0% | +1.5% | +6.9% |
| 3M | +23.6% | +18.9% | +4.8% | +14.5% |
| 6M | +22.6% | +35.1% | -12.5% | +6.7% |
| YTD | +25.7% | +5.5% | +20.2% | +18.6% |
| 1Y | +51.4% | -16.8% | +68.2% | +54.9% |
| 3Y | +64.4% | -28.1% | +92.4% | +75.7% |
| 5Y | +22.1% | -17.4% | +39.6% | +22.5% |
| 10Y | +132.5% | +85.4% | +47.0% | +65.4% |
| All | +541.7% | +1,578.9% | -1,037.3% | +79.2% |
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 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