+91.7%
IBB vs TW
+301.3%
-209.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -0.5% | +3.9% | -4.5% | -1.5% |
| 30D | +4.6% | +19.9% | -15.4% | -0.1% |
| 3M | +6.8% | +25.9% | -19.1% | +0.5% |
| 6M | +23.1% | +21.1% | +2.0% | +16.3% |
| YTD | +26.0% | +23.9% | +2.1% | +17.4% |
| 1Y | +30.4% | +21.2% | +9.1% | +22.2% |
| 3Y | +85.4% | +44.8% | +40.7% | +59.9% |
| 5Y | +39.7% | +41.4% | -1.7% | +18.5% |
| All | +91.7% | +301.3% | -209.7% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling