+1,011.8%
WMT vs IBB
+565.6%
+446.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | +12.4% | +6.7% | +5.7% | +10.2% |
| 3M | +9.0% | +6.3% | +2.7% | +6.9% |
| 6M | -3.0% | +23.9% | -26.9% | -9.1% |
| YTD | +14.0% | +26.6% | -12.6% | +5.9% |
| 1Y | +23.0% | +29.6% | -6.6% | +13.4% |
| 3Y | +135.1% | +86.1% | +49.0% | +93.5% |
| 5Y | +172.7% | +40.3% | +132.4% | +140.1% |
| 10Y | +528.1% | +128.1% | +400.0% | +366.0% |
| All | +1,011.8% | +565.6% | +446.3% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling