+911.4%
IWF vs IBB
+560.8%
+350.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +0.5% | +1.4% | -0.9% | -0.3% |
| 30D | -0.4% | +10.5% | -10.9% | -6.1% |
| 3M | -2.6% | +23.6% | -26.2% | -14.1% |
| 6M | +9.1% | +22.6% | -13.5% | -3.5% |
| YTD | +4.5% | +25.7% | -21.2% | -9.1% |
| 1Y | +10.1% | +51.4% | -41.3% | -14.1% |
| 3Y | +77.6% | +64.4% | +13.3% | +30.7% |
| 5Y | +73.7% | +22.1% | +51.6% | +50.4% |
| 10Y | +411.5% | +132.5% | +279.1% | +204.3% |
| All | +911.4% | +560.8% | +350.6% | +180.7% |
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 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