+20.7%
IBB vs GWRE
+15.1%
+5.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -4.2% | -13.2% | +9.0% | -2.0% |
| 30D | +1.1% | -18.6% | +19.7% | +3.8% |
| 3M | +19.0% | +18.9% | +0.1% | +13.3% |
| 6M | +18.9% | -11.0% | +29.8% | +18.4% |
| YTD | +20.3% | -29.9% | +50.2% | +26.2% |
| 1Y | +41.5% | -44.3% | +85.8% | +56.7% |
| 3Y | +60.3% | +51.7% | +8.6% | +26.9% |
| All | +20.7% | +15.1% | +5.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling