+221.6%
ACWI vs IBB
+130.8%
+90.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -3.3% | +5.2% | -8.5% | -5.9% |
| 3M | -3.4% | +8.6% | -12.0% | -7.9% |
| 6M | +0.8% | +27.8% | -27.0% | -12.2% |
| YTD | +10.7% | +28.8% | -18.1% | -4.2% |
| 1Y | +11.6% | +36.4% | -24.8% | -6.5% |
| 3Y | +73.4% | +89.3% | -16.0% | +19.8% |
| 5Y | +60.2% | +43.3% | +16.9% | +27.0% |
| 10Y | +221.6% | +130.6% | +90.9% | +96.4% |
| All | +221.6% | +130.8% | +90.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling