+127.0%
IBB vs WWD
+479.8%
-352.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | +2.7% | -5.1% | +7.8% | +4.0% |
| 3M | +21.4% | -11.2% | +32.6% | +24.3% |
| 6M | +20.1% | -12.0% | +32.1% | +22.9% |
| YTD | +21.9% | +12.0% | +9.9% | +17.2% |
| 1Y | +44.1% | +42.8% | +1.3% | +30.0% |
| 3Y | +63.4% | +168.9% | -105.6% | +24.0% |
| 5Y | +19.8% | +192.2% | -172.4% | -12.7% |
| 10Y | +127.0% | +495.3% | -368.2% | +18.0% |
| All | +127.0% | +479.8% | -352.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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