+123.1%
IBB vs WCC
+431.3%
-308.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -0.5% | +9.9% | -10.5% | -2.4% |
| 30D | +4.6% | -8.4% | +13.0% | +5.9% |
| 3M | +6.8% | -10.3% | +17.2% | +8.3% |
| 6M | +23.1% | -10.5% | +33.6% | +24.1% |
| YTD | +26.0% | +32.2% | -6.1% | +16.5% |
| 1Y | +30.4% | +25.5% | +4.8% | +21.7% |
| 3Y | +85.4% | +134.7% | -49.3% | +47.0% |
| 5Y | +39.7% | +139.9% | -100.2% | +6.4% |
| All | +123.1% | +431.3% | -308.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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