+541.7%
IBB vs BWA
+1,775.2%
-1,233.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.7% |
| 7D | +1.4% | +5.7% | -4.2% | -0.3% |
| 30D | +10.5% | +1.4% | +9.1% | +9.8% |
| 3M | +23.6% | -12.1% | +35.7% | +27.8% |
| 6M | +22.6% | +28.6% | -5.9% | +12.1% |
| YTD | +25.7% | +51.1% | -25.4% | +7.8% |
| 1Y | +51.4% | +55.9% | -4.5% | +28.1% |
| 3Y | +64.4% | +70.1% | -5.8% | +32.1% |
| 5Y | +22.1% | +90.7% | -68.5% | -8.0% |
| 10Y | +132.5% | +154.0% | -21.5% | +46.2% |
| All | +541.7% | +1,775.2% | -1,233.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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