+134.0%
WFC vs IBB
+139.6%
-5.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.4% |
| 7D | +0.1% | +2.7% | -2.6% | -1.3% |
| 30D | +2.9% | +6.3% | -3.4% | -0.5% |
| 3M | -1.4% | +11.1% | -12.5% | -7.4% |
| 6M | +14.3% | +29.2% | -14.9% | -1.4% |
| YTD | -6.2% | +30.2% | -36.4% | -19.9% |
| 1Y | +1.6% | +39.5% | -37.9% | -16.6% |
| 3Y | +126.9% | +92.3% | +34.6% | +53.4% |
| 5Y | +94.0% | +43.0% | +51.0% | +52.4% |
| 10Y | +134.0% | +137.1% | -3.1% | +31.9% |
| All | +134.0% | +139.6% | -5.6% | +31.9% |
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