+719.9%
IWD vs NBIX
+676.2%
+43.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -0.8% | -0.2% | -0.7% | -0.9% |
| 3M | +6.9% | -4.0% | +10.9% | +7.3% |
| 6M | +18.3% | +20.6% | -2.3% | +15.2% |
| YTD | +22.4% | +10.1% | +12.2% | +20.4% |
| 1Y | +27.4% | +8.8% | +18.6% | +25.3% |
| 3Y | +71.2% | +42.5% | +28.7% | +60.8% |
| 5Y | +75.7% | +61.5% | +14.2% | +61.1% |
| 10Y | +202.3% | +217.6% | -15.3% | +145.0% |
| All | +719.9% | +676.2% | +43.7% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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