+546.9%
IBB vs BBWI
+354.7%
+192.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.4% |
| 7D | -1.8% | -6.2% | +4.4% | -0.6% |
| 30D | +5.1% | +19.9% | -14.9% | +1.2% |
| 3M | +10.7% | +7.1% | +3.6% | +8.3% |
| 6M | +22.9% | +13.7% | +9.2% | +17.9% |
| YTD | +26.7% | +9.6% | +17.1% | +21.2% |
| 1Y | +35.1% | -1.6% | +36.8% | +30.5% |
| 3Y | +80.2% | -25.9% | +106.1% | +76.9% |
| 5Y | +37.8% | -67.8% | +105.6% | +54.3% |
| 10Y | +161.2% | -43.5% | +204.7% | +125.2% |
| All | +546.9% | +354.7% | +192.2% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling