+525.5%
WMT vs IBB
+133.2%
+392.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.7% | -1.4% | -1.4% | -2.4% |
| 30D | +11.1% | +6.8% | +4.3% | +9.1% |
| 3M | +11.2% | +9.2% | +2.0% | +8.4% |
| 6M | -1.3% | +28.3% | -29.6% | -8.1% |
| YTD | +13.5% | +29.4% | -15.9% | +5.3% |
| 1Y | +22.5% | +33.2% | -10.7% | +12.6% |
| 3Y | +134.1% | +90.2% | +43.9% | +92.5% |
| 5Y | +170.3% | +44.0% | +126.3% | +138.4% |
| 10Y | +525.5% | +133.1% | +392.4% | +364.9% |
| All | +525.5% | +133.2% | +392.3% | +364.9% |
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