+80.2%
IBB vs WCC
+110.7%
-30.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.3% |
| 7D | -1.8% | -14.7% | +12.9% | +0.9% |
| 30D | +5.1% | -20.1% | +25.1% | +9.1% |
| 3M | +10.7% | -21.2% | +31.9% | +14.9% |
| 6M | +22.9% | -19.2% | +42.1% | +26.2% |
| YTD | +26.7% | +20.2% | +6.5% | +18.6% |
| 1Y | +35.1% | +14.5% | +20.7% | +27.6% |
| 3Y | +80.2% | +115.1% | -34.9% | +36.6% |
| All | +80.2% | +110.7% | -30.5% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling