+185.1%
ITW vs IBB
+125.2%
+59.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.1% |
| 7D | -2.4% | -5.2% | +2.8% | +0.1% |
| 30D | -9.5% | +1.5% | -11.0% | -10.4% |
| 3M | +6.6% | +22.1% | -15.5% | -3.6% |
| 6M | -1.8% | +17.7% | -19.5% | -9.8% |
| YTD | +9.0% | +20.2% | -11.2% | -1.2% |
| 1Y | +3.6% | +44.4% | -40.9% | -14.5% |
| 3Y | +19.4% | +61.1% | -41.7% | -7.7% |
| 5Y | +36.4% | +18.5% | +17.9% | +20.8% |
| All | +185.1% | +125.2% | +59.9% | +80.5% |
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