+381.2%
IWF vs IBB
+130.8%
+250.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.3% |
| 30D | -10.9% | +5.2% | -16.0% | -13.7% |
| 3M | -8.1% | +8.6% | -16.7% | -13.3% |
| 6M | -7.5% | +27.8% | -35.4% | -21.9% |
| YTD | -3.4% | +28.8% | -32.2% | -19.1% |
| 1Y | -5.0% | +36.4% | -41.4% | -23.5% |
| 3Y | +64.0% | +89.3% | -25.3% | +3.9% |
| 5Y | +56.8% | +43.3% | +13.5% | +18.7% |
| 10Y | +381.2% | +130.6% | +250.6% | +169.4% |
| All | +381.2% | +130.8% | +250.4% | +169.4% |
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