+194.2%
ITW vs IBB
+127.7%
+66.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +0.5% | +1.6% | -1.2% | -0.3% |
| 30D | +7.7% | +6.7% | +1.0% | +4.2% |
| 3M | -1.3% | +6.3% | -7.7% | -4.9% |
| 6M | +15.5% | +23.9% | -8.4% | +3.0% |
| YTD | +18.6% | +26.6% | -7.9% | +4.2% |
| 1Y | +19.8% | +29.6% | -9.8% | +4.0% |
| 3Y | +32.5% | +86.1% | -53.6% | -5.5% |
| 5Y | +35.3% | +40.3% | -5.0% | +9.7% |
| All | +194.2% | +127.7% | +66.4% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling