+20.9%
IBB vs TW
+22.4%
-1.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.6% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | +4.9% | +0.5% | +4.4% | +4.6% |
| 3M | +24.2% | +4.9% | +19.3% | +22.1% |
| 6M | +23.8% | -17.1% | +40.9% | +28.6% |
| YTD | +23.0% | -3.9% | +26.8% | +22.3% |
| 1Y | +46.2% | -13.3% | +59.4% | +49.5% |
| 3Y | +64.8% | +20.9% | +43.9% | +45.8% |
| 5Y | +20.9% | +20.5% | +0.4% | +5.1% |
| All | +20.9% | +22.4% | -1.5% | +5.1% |
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