+278.4%
IBB vs NWSA
+127.4%
+151.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | +10.5% | +4.6% | +5.9% | +8.7% |
| 3M | +23.6% | +13.2% | +10.4% | +17.9% |
| 6M | +22.6% | +27.0% | -4.4% | +12.0% |
| YTD | +25.7% | +16.8% | +8.8% | +17.7% |
| 1Y | +51.4% | +4.5% | +46.9% | +47.0% |
| 3Y | +64.4% | +46.2% | +18.1% | +40.1% |
| 5Y | +22.1% | +40.9% | -18.8% | +2.9% |
| 10Y | +132.5% | +145.1% | -12.7% | +46.8% |
| All | +278.4% | +127.4% | +151.0% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling