+91.1%
IBB vs TW
+221.1%
-130.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | +10.5% | +3.9% | +6.6% | +9.3% |
| 3M | +23.6% | +5.7% | +17.9% | +20.9% |
| 6M | +22.6% | -14.5% | +37.1% | +26.8% |
| YTD | +25.7% | -0.9% | +26.5% | +23.9% |
| 1Y | +51.4% | -13.5% | +64.9% | +55.2% |
| 3Y | +64.4% | +25.0% | +39.4% | +46.1% |
| 5Y | +22.1% | +22.7% | -0.5% | +6.8% |
| All | +91.1% | +221.1% | -130.0% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling