+198.1%
IWD vs BIIB
-26.2%
+224.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.8% | -1.7% | +0.9% | -0.6% |
| 30D | -0.8% | +4.0% | -4.8% | -1.4% |
| 3M | +6.9% | +8.6% | -1.7% | +5.4% |
| 6M | +18.3% | +14.0% | +4.3% | +15.6% |
| YTD | +22.4% | +23.4% | -1.0% | +18.0% |
| 1Y | +27.4% | +45.9% | -18.5% | +19.8% |
| 3Y | +71.2% | -16.1% | +87.3% | +71.9% |
| 5Y | +75.7% | -27.6% | +103.3% | +77.3% |
| All | +198.1% | -26.2% | +224.3% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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