+92.3%
IBB vs TW
+40.3%
+52.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | +2.7% | +3.4% | -0.7% | +2.6% |
| 30D | +6.3% | +15.5% | -9.1% | +5.7% |
| 3M | +11.1% | +25.1% | -14.1% | +10.0% |
| 6M | +29.2% | +18.2% | +11.0% | +28.4% |
| YTD | +30.2% | +19.7% | +10.5% | +28.7% |
| 1Y | +39.5% | +18.1% | +21.4% | +38.1% |
| 3Y | +92.3% | +40.5% | +51.8% | +93.2% |
| All | +92.3% | +40.3% | +52.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling