+22.4%
IBB vs BBWI
-66.0%
+88.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | +10.5% | -5.2% | +15.7% | +11.1% |
| 3M | +23.6% | +11.1% | +12.5% | +20.7% |
| 6M | +22.6% | -13.4% | +36.0% | +23.8% |
| YTD | +25.7% | +0.1% | +25.6% | +23.4% |
| 1Y | +51.4% | -36.1% | +87.5% | +59.2% |
| 3Y | +64.4% | -44.1% | +108.5% | +70.8% |
| All | +22.4% | -66.0% | +88.4% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling