+117.6%
IBB vs GWRE
+131.0%
-13.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -4.2% | -13.2% | +9.0% | -0.9% |
| 30D | +1.1% | -18.6% | +19.7% | +5.2% |
| 3M | +19.0% | +18.9% | +0.1% | +11.0% |
| 6M | +18.9% | -11.0% | +29.8% | +17.7% |
| YTD | +20.3% | -29.9% | +50.2% | +27.0% |
| 1Y | +41.5% | -44.3% | +85.8% | +59.9% |
| 3Y | +60.3% | +51.7% | +8.6% | +22.2% |
| 5Y | +18.7% | +15.4% | +3.3% | -2.6% |
| All | +117.6% | +131.0% | -13.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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