+456.1%
IBB vs GWRE
+793.8%
-337.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.7% | -0.2% |
| 7D | -1.7% | -25.6% | +23.9% | +5.2% |
| 30D | +4.9% | -12.2% | +17.1% | +7.2% |
| 3M | +24.2% | +17.7% | +6.5% | +16.2% |
| 6M | +23.8% | -11.3% | +35.2% | +22.9% |
| YTD | +23.0% | -25.5% | +48.5% | +27.3% |
| 1Y | +46.2% | -42.8% | +89.0% | +63.3% |
| 3Y | +64.8% | +59.0% | +5.8% | +27.7% |
| 5Y | +20.9% | +21.6% | -0.7% | -0.8% |
| 10Y | +121.6% | +139.2% | -17.6% | +42.0% |
| All | +456.1% | +793.8% | -337.7% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling