+71.5%
IWD vs BIIB
-19.0%
+90.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.2% |
| 7D | -0.2% | -1.6% | +1.5% | +0.1% |
| 30D | -0.8% | +2.2% | -3.0% | -1.2% |
| 3M | +8.0% | +10.3% | -2.3% | +5.8% |
| 6M | +18.2% | +14.9% | +3.2% | +14.5% |
| YTD | +22.3% | +20.7% | +1.6% | +16.9% |
| 1Y | +28.9% | +50.3% | -21.5% | +17.1% |
| 3Y | +71.5% | -18.0% | +89.5% | +73.3% |
| All | +71.5% | -19.0% | +90.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling