-1.3%
IWF vs IBB
+42.2%
-43.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.4% |
| 7D | -4.2% | +2.2% | -6.4% | -4.8% |
| 30D | -8.1% | +6.3% | -14.5% | -9.8% |
| 3M | -5.1% | +16.3% | -21.4% | -9.6% |
| 6M | -1.4% | +30.0% | -31.4% | -10.4% |
| YTD | -0.1% | +31.1% | -31.2% | -9.9% |
| 1Y | -1.3% | +42.0% | -43.2% | -13.7% |
| All | -1.3% | +42.2% | -43.5% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling