+37.2%
IBB vs WWD
+170.1%
-132.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.9% |
| 7D | -1.8% | +4.2% | -6.0% | -2.9% |
| 30D | +5.1% | -2.1% | +7.2% | +5.5% |
| 3M | +10.7% | -13.2% | +23.9% | +14.4% |
| 6M | +22.9% | -16.9% | +39.8% | +27.7% |
| YTD | +26.7% | +5.2% | +21.5% | +22.9% |
| 1Y | +35.1% | +20.6% | +14.5% | +25.9% |
| 3Y | +80.2% | +146.3% | -66.1% | +33.3% |
| All | +37.2% | +170.1% | -132.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling