+95.9%
IBB vs TW
+291.9%
-196.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | +5.2% | +16.7% | -11.5% | +1.1% |
| 3M | +8.6% | +25.2% | -16.6% | +2.3% |
| 6M | +27.8% | +19.5% | +8.4% | +21.2% |
| YTD | +28.8% | +21.0% | +7.8% | +20.7% |
| 1Y | +36.4% | +19.0% | +17.4% | +28.4% |
| 3Y | +89.3% | +40.7% | +48.6% | +64.6% |
| 5Y | +43.3% | +40.1% | +3.1% | +21.6% |
| All | +95.9% | +291.9% | -196.1% | +24.3% |
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