+68.6%
IBB vs FGI
-74.8%
+143.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.7% | -0.2% |
| 7D | -0.5% | -14.4% | +13.9% | -0.4% |
| 30D | +4.6% | -11.8% | +16.3% | +4.6% |
| 3M | +6.8% | -46.2% | +53.1% | +7.3% |
| 6M | +23.1% | +5.2% | +17.9% | +22.1% |
| YTD | +26.0% | +10.5% | +15.5% | +23.8% |
| 1Y | +30.4% | +25.5% | +4.9% | +27.5% |
| 3Y | +85.4% | -16.0% | +101.4% | +79.3% |
| All | +68.6% | -74.8% | +143.4% | +70.0% |
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