+117.3%
IBB vs WSM
+1,058.9%
-941.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -5.2% | +0.4% | -5.7% | -5.3% |
| 30D | +1.5% | -10.7% | +12.2% | +3.9% |
| 3M | +22.1% | +8.5% | +13.7% | +19.8% |
| 6M | +17.7% | +19.6% | -1.9% | +13.0% |
| YTD | +20.2% | +26.6% | -6.4% | +13.6% |
| 1Y | +44.4% | +12.0% | +32.5% | +39.8% |
| 3Y | +61.1% | +226.6% | -165.6% | +19.0% |
| 5Y | +18.5% | +174.1% | -155.6% | -12.2% |
| All | +117.3% | +1,058.9% | -941.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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