+204.6%
IWD vs IBB
+133.2%
+71.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | +3.6% | +6.8% | -3.2% | +0.2% |
| 3M | +2.7% | +9.2% | -6.6% | -2.1% |
| 6M | +13.2% | +28.3% | -15.1% | -0.7% |
| YTD | +26.8% | +29.4% | -2.6% | +10.4% |
| 1Y | +29.3% | +33.2% | -3.9% | +10.8% |
| 3Y | +85.1% | +90.2% | -5.0% | +30.8% |
| 5Y | +74.2% | +44.0% | +30.2% | +39.6% |
| 10Y | +204.6% | +133.1% | +71.5% | +87.1% |
| All | +204.6% | +133.2% | +71.4% | +87.1% |
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