+205.0%
IWD vs IBB
+139.6%
+65.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.7% |
| 7D | +1.3% | +2.7% | -1.5% | -0.1% |
| 30D | +3.6% | +6.3% | -2.8% | +0.4% |
| 3M | +2.3% | +11.1% | -8.7% | -3.2% |
| 6M | +13.0% | +29.2% | -16.2% | -1.1% |
| YTD | +26.2% | +30.2% | -4.0% | +9.5% |
| 1Y | +30.5% | +39.5% | -9.0% | +9.3% |
| 3Y | +86.2% | +92.3% | -6.1% | +30.8% |
| 5Y | +72.9% | +43.0% | +29.9% | +39.1% |
| 10Y | +205.0% | +137.1% | +67.9% | +86.6% |
| All | +205.0% | +139.6% | +65.4% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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