+66.6%
IBB vs FGI
-70.3%
+136.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -3.6% | -11.6% | +8.0% | -3.5% |
| 30D | +3.4% | -3.3% | +6.7% | +3.4% |
| 3M | +9.5% | +65.6% | -56.1% | +8.2% |
| 6M | +23.3% | -2.8% | +26.1% | +22.6% |
| YTD | +24.5% | +30.1% | -5.6% | +22.3% |
| 1Y | +32.9% | +50.2% | -17.2% | +29.8% |
| 3Y | +76.6% | -0.4% | +77.0% | +70.4% |
| All | +66.6% | -70.3% | +136.9% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling