+68.4%
IBB vs TW
+26.6%
+41.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +1.4% | -2.3% | +3.7% | +1.5% |
| 30D | +10.5% | +3.9% | +6.6% | +10.2% |
| 3M | +23.6% | +5.7% | +17.9% | +23.0% |
| 6M | +22.6% | -14.5% | +37.1% | +24.5% |
| YTD | +25.7% | -0.9% | +26.5% | +25.2% |
| 1Y | +51.4% | -13.5% | +64.9% | +53.9% |
| All | +68.4% | +26.6% | +41.8% | +65.2% |
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