+92.3%
IBB vs NWSA
+26.5%
+65.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +2.7% | -10.5% | +13.2% | +5.8% |
| 30D | +6.3% | -8.8% | +15.1% | +8.9% |
| 3M | +11.1% | -6.5% | +17.6% | +13.0% |
| 6M | +29.2% | -1.3% | +30.6% | +29.0% |
| YTD | +30.2% | +2.5% | +27.7% | +28.1% |
| 1Y | +39.5% | +0.2% | +39.3% | +38.4% |
| 3Y | +92.3% | +27.6% | +64.7% | +70.9% |
| All | +92.3% | +26.5% | +65.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling