+844.0%
WMT vs IBB
+560.8%
+283.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +3.9% | +1.4% | +2.5% | +3.5% |
| 30D | -4.4% | +10.5% | -14.9% | -7.1% |
| 3M | -8.8% | +23.6% | -32.4% | -14.3% |
| 6M | -15.6% | +22.6% | -38.3% | -20.7% |
| YTD | -3.2% | +25.7% | -28.9% | -9.7% |
| 1Y | +7.0% | +51.4% | -44.3% | -5.5% |
| 3Y | +105.3% | +64.4% | +40.9% | +75.4% |
| 5Y | +129.3% | +22.1% | +107.1% | +110.5% |
| 10Y | +423.9% | +132.5% | +291.5% | +286.7% |
| All | +844.0% | +560.8% | +283.2% | +327.1% |
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