+117.6%
IBB vs WTW
+198.0%
-80.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.2% | -5.7% | +1.5% | -2.3% |
| 30D | +1.1% | -7.3% | +8.4% | +3.6% |
| 3M | +19.0% | +21.5% | -2.4% | +10.8% |
| 6M | +18.9% | +9.6% | +9.2% | +13.9% |
| YTD | +20.3% | -3.3% | +23.6% | +19.9% |
| 1Y | +41.5% | -6.1% | +47.6% | +42.4% |
| 3Y | +60.3% | +61.8% | -1.6% | +27.1% |
| 5Y | +18.7% | +42.7% | -24.0% | -2.1% |
| All | +117.6% | +198.0% | -80.5% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling