+130.6%
IBB vs WU
-35.7%
+166.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +0.8% | +11.0% | -10.2% | -2.1% |
| 30D | +5.2% | +13.4% | -8.2% | +1.5% |
| 3M | +8.6% | +2.2% | +6.4% | +7.4% |
| 6M | +27.8% | -18.2% | +46.0% | +33.1% |
| YTD | +28.8% | -18.3% | +47.1% | +33.6% |
| 1Y | +36.4% | -12.2% | +48.6% | +38.4% |
| 3Y | +89.3% | -20.8% | +110.1% | +94.9% |
| 5Y | +43.3% | -42.6% | +85.8% | +58.6% |
| 10Y | +130.6% | -35.5% | +166.1% | +130.6% |
| All | +130.6% | -35.7% | +166.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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