+129.3%
WFC vs IBB
+22.5%
+106.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +3.8% | +1.4% | +2.4% | +3.1% |
| 30D | +1.5% | +10.5% | -9.0% | -3.6% |
| 3M | +10.9% | +23.6% | -12.8% | -0.6% |
| 6M | +8.4% | +22.6% | -14.2% | -2.7% |
| YTD | -1.9% | +25.7% | -27.6% | -13.3% |
| 1Y | +12.3% | +51.4% | -39.0% | -10.2% |
| 3Y | +132.3% | +64.4% | +68.0% | +75.5% |
| All | +129.3% | +22.5% | +106.9% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling