+161.6%
IWM vs IBB
+156.3%
+5.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -0.8% |
| 30D | -1.5% | +5.1% | -6.5% | -5.0% |
| 3M | -8.0% | +10.7% | -18.7% | -15.0% |
| 6M | -4.1% | +22.9% | -27.0% | -18.2% |
| YTD | +11.9% | +26.7% | -14.8% | -6.9% |
| 1Y | +15.0% | +35.1% | -20.1% | -8.8% |
| 3Y | +64.2% | +80.2% | -16.0% | +5.2% |
| 5Y | +20.4% | +37.8% | -17.5% | -7.7% |
| All | +161.6% | +156.3% | +5.2% | +39.4% |
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