+20.9%
IBB vs NWSA
+40.6%
-19.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -1.7% | -2.6% | +1.0% | -0.8% |
| 30D | +4.9% | +4.6% | +0.3% | +3.3% |
| 3M | +24.2% | +10.2% | +14.0% | +19.7% |
| 6M | +23.8% | +21.6% | +2.2% | +15.0% |
| YTD | +23.0% | +14.6% | +8.3% | +16.2% |
| 1Y | +46.2% | +0.4% | +45.8% | +44.8% |
| 3Y | +64.8% | +45.0% | +19.8% | +40.2% |
| 5Y | +20.9% | +41.3% | -20.4% | -0.8% |
| All | +20.9% | +40.6% | -19.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling