+843.4%
IWF vs IBB
+584.7%
+258.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.4% |
| 7D | -1.0% | +2.7% | -3.7% | -2.4% |
| 30D | -10.1% | +6.3% | -16.4% | -13.2% |
| 3M | -7.6% | +11.1% | -18.7% | -13.3% |
| 6M | -6.7% | +29.2% | -36.0% | -20.0% |
| YTD | -2.5% | +30.2% | -32.8% | -17.1% |
| 1Y | -2.1% | +39.5% | -41.6% | -19.9% |
| 3Y | +68.6% | +92.3% | -23.7% | +13.4% |
| 5Y | +55.8% | +43.0% | +12.8% | +23.6% |
| 10Y | +383.3% | +137.1% | +246.2% | +185.2% |
| All | +843.4% | +584.7% | +258.7% | +156.2% |
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