+566.1%
IBB vs WTW
+1,174.9%
-608.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.3% |
| 30D | +10.5% | -1.0% | +11.5% | +10.8% |
| 3M | +23.6% | +29.9% | -6.3% | +12.3% |
| 6M | +22.6% | +10.7% | +11.9% | +17.0% |
| YTD | +25.7% | +2.6% | +23.1% | +22.4% |
| 1Y | +51.4% | +2.8% | +48.6% | +47.0% |
| 3Y | +64.4% | +67.3% | -2.9% | +31.6% |
| 5Y | +22.1% | +56.6% | -34.5% | -0.6% |
| 10Y | +132.5% | +204.1% | -71.6% | +44.2% |
| All | +566.1% | +1,174.9% | -608.8% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling