+121.6%
IBB vs BBWI
-56.0%
+177.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.8% |
| 7D | -1.7% | +1.6% | -3.2% | -1.9% |
| 30D | +4.9% | -6.2% | +11.1% | +5.4% |
| 3M | +24.2% | +4.3% | +19.9% | +22.8% |
| 6M | +23.8% | -7.2% | +31.0% | +23.7% |
| YTD | +23.0% | -3.0% | +26.0% | +21.7% |
| 1Y | +46.2% | -30.8% | +76.9% | +50.0% |
| 3Y | +64.8% | -43.4% | +108.2% | +69.6% |
| 5Y | +20.9% | -66.7% | +87.6% | +29.6% |
| 10Y | +121.6% | -55.7% | +177.2% | +112.8% |
| All | +121.6% | -56.0% | +177.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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