+133.1%
IBB vs NWSA
+153.1%
-20.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.4% | -12.2% | +10.9% | +2.6% |
| 30D | +6.8% | -8.7% | +15.5% | +9.7% |
| 3M | +9.2% | -6.0% | +15.2% | +11.0% |
| 6M | +28.3% | -0.3% | +28.7% | +27.5% |
| YTD | +29.4% | +3.5% | +25.9% | +26.3% |
| 1Y | +33.2% | +0.8% | +32.4% | +31.1% |
| 3Y | +90.2% | +31.1% | +59.0% | +69.8% |
| 5Y | +44.0% | +18.8% | +25.2% | +29.5% |
| 10Y | +133.1% | +147.9% | -14.8% | +57.9% |
| All | +133.1% | +153.1% | -20.0% | +57.9% |
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