+43.0%
IBB vs TW
+37.9%
+5.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | +3.4% | -0.7% | +2.0% |
| 30D | +6.3% | +15.5% | -9.1% | +3.3% |
| 3M | +11.1% | +25.1% | -14.1% | +6.0% |
| 6M | +29.2% | +18.2% | +11.0% | +24.3% |
| YTD | +30.2% | +19.7% | +10.5% | +23.8% |
| 1Y | +39.5% | +18.1% | +21.4% | +33.1% |
| 3Y | +92.3% | +40.5% | +51.8% | +67.2% |
| 5Y | +43.0% | +37.1% | +5.9% | +24.2% |
| All | +43.0% | +37.9% | +5.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling