+22.9%
ITW vs IBB
+42.2%
-19.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +2.0% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | +11.1% | +6.3% | +4.7% | +9.9% |
| 3M | +0.1% | +16.3% | -16.2% | -3.3% |
| 6M | +18.1% | +30.0% | -11.9% | +10.4% |
| YTD | +21.4% | +31.1% | -9.7% | +12.2% |
| 1Y | +22.9% | +42.0% | -19.1% | +10.9% |
| All | +22.9% | +42.2% | -19.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling