+657.2%
IWM vs IBB
+566.2%
+91.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.1% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | -1.5% | +5.1% | -6.5% | -4.7% |
| 3M | -8.0% | +10.7% | -18.7% | -14.5% |
| 6M | -4.1% | +22.9% | -27.0% | -17.1% |
| YTD | +11.9% | +26.7% | -14.8% | -5.4% |
| 1Y | +15.0% | +35.1% | -20.1% | -6.9% |
| 3Y | +64.2% | +80.2% | -16.0% | +9.7% |
| 5Y | +20.4% | +37.8% | -17.5% | -4.6% |
| 10Y | +168.0% | +161.2% | +6.8% | +38.0% |
| All | +657.2% | +566.2% | +91.1% | +69.5% |
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