+546.9%
IBB vs BWA
+1,255.2%
-708.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.9% |
| 7D | -1.8% | -5.5% | +3.6% | -0.1% |
| 30D | +5.1% | -21.7% | +26.8% | +13.1% |
| 3M | +10.7% | -25.6% | +36.3% | +20.6% |
| 6M | +22.9% | -17.4% | +40.3% | +28.5% |
| YTD | +26.7% | +9.2% | +17.5% | +19.6% |
| 1Y | +35.1% | +9.7% | +25.4% | +27.1% |
| 3Y | +80.2% | +54.6% | +25.6% | +49.0% |
| 5Y | +37.8% | +26.8% | +11.1% | +17.7% |
| 10Y | +161.2% | +89.0% | +72.2% | +79.1% |
| All | +546.9% | +1,255.2% | -708.3% | +38.1% |
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