+650.4%
IWD vs IBB
+560.8%
+89.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -0.3% | +1.4% | -1.7% | -1.0% |
| 30D | +0.6% | +10.5% | -9.9% | -4.4% |
| 3M | +7.2% | +23.6% | -16.4% | -3.6% |
| 6M | +16.2% | +22.6% | -6.4% | +4.6% |
| YTD | +23.3% | +25.7% | -2.3% | +9.5% |
| 1Y | +29.6% | +51.4% | -21.8% | +4.9% |
| 3Y | +70.5% | +64.4% | +6.1% | +31.1% |
| 5Y | +73.5% | +22.1% | +51.3% | +51.8% |
| 10Y | +198.3% | +132.5% | +65.8% | +84.4% |
| All | +650.4% | +560.8% | +89.6% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling