+139.3%
WFC vs IBB
+68.6%
+70.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.2% |
| 30D | +1.5% | +10.5% | -9.0% | -3.1% |
| 3M | +10.9% | +23.6% | -12.8% | +0.3% |
| 6M | +8.4% | +22.6% | -14.2% | -1.8% |
| YTD | -1.9% | +25.7% | -27.6% | -12.5% |
| 1Y | +12.3% | +51.4% | -39.0% | -9.3% |
| All | +139.3% | +68.6% | +70.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling