+652.6%
IWD vs IBB
+566.2%
+86.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -0.5% | -1.8% | +1.4% | +0.4% |
| 30D | +2.7% | +5.1% | -2.4% | +0.1% |
| 3M | +0.9% | +10.7% | -9.8% | -4.5% |
| 6M | +10.5% | +22.9% | -12.3% | -0.8% |
| YTD | +23.7% | +26.7% | -3.0% | +9.0% |
| 1Y | +28.7% | +35.1% | -6.4% | +9.9% |
| 3Y | +79.7% | +80.2% | -0.5% | +31.9% |
| 5Y | +69.7% | +37.8% | +31.8% | +39.9% |
| 10Y | +211.4% | +161.2% | +50.2% | +81.8% |
| All | +652.6% | +566.2% | +86.4% | +113.2% |
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