+82.8%
IBB vs TW
+209.8%
-127.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.2% | -2.7% | -2.5% | -4.6% |
| 30D | +1.5% | -1.7% | +3.2% | +1.8% |
| 3M | +22.1% | +1.6% | +20.5% | +20.7% |
| 6M | +17.7% | -17.7% | +35.4% | +22.9% |
| YTD | +20.2% | -4.3% | +24.5% | +19.6% |
| 1Y | +44.4% | -13.1% | +57.5% | +47.6% |
| 3Y | +61.1% | +20.3% | +40.8% | +44.6% |
| 5Y | +18.5% | +22.0% | -3.4% | +3.7% |
| All | +82.8% | +209.8% | -127.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling