+123.1%
IBB vs NWSA
+148.1%
-25.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | +4.6% | -8.8% | +13.3% | +7.4% |
| 3M | +6.8% | -6.5% | +13.3% | +8.8% |
| 6M | +23.1% | +1.5% | +21.6% | +21.5% |
| YTD | +26.0% | +4.0% | +22.0% | +22.8% |
| 1Y | +30.4% | +3.4% | +26.9% | +27.2% |
| 3Y | +85.4% | +34.8% | +50.6% | +64.1% |
| 5Y | +39.7% | +18.4% | +21.4% | +25.8% |
| All | +123.1% | +148.1% | -25.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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