+551.7%
IBB vs WTW
+1,139.1%
-587.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | -1.7% | -2.7% | +1.1% | -0.7% |
| 30D | +4.9% | -5.6% | +10.5% | +6.9% |
| 3M | +24.2% | +26.5% | -2.3% | +13.9% |
| 6M | +23.8% | +8.1% | +15.7% | +19.1% |
| YTD | +23.0% | -0.3% | +23.3% | +20.9% |
| 1Y | +46.2% | -0.9% | +47.0% | +43.7% |
| 3Y | +64.8% | +66.6% | -1.8% | +32.1% |
| 5Y | +20.9% | +54.0% | -33.1% | -1.0% |
| 10Y | +121.6% | +198.1% | -76.6% | +38.4% |
| All | +551.7% | +1,139.1% | -587.4% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling