+129.7%
WMT vs IBB
+20.0%
+109.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -5.0% | +4.9% | -9.8% | -5.8% |
| 3M | -11.3% | +24.2% | -35.5% | -15.2% |
| 6M | -13.8% | +23.8% | -37.6% | -17.6% |
| YTD | -4.2% | +23.0% | -27.2% | -8.4% |
| 1Y | +4.6% | +46.2% | -41.6% | -3.9% |
| 3Y | +100.5% | +64.8% | +35.7% | +77.6% |
| 5Y | +129.7% | +20.9% | +108.8% | +112.6% |
| All | +129.7% | +20.0% | +109.7% | +112.6% |
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