+32.7%
ITW vs IBB
+86.9%
-54.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +0.5% | +1.6% | -1.2% | -0.1% |
| 30D | +7.7% | +6.7% | +1.0% | +5.0% |
| 3M | -1.3% | +6.3% | -7.7% | -4.2% |
| 6M | +15.5% | +23.9% | -8.4% | +4.7% |
| YTD | +18.6% | +26.6% | -7.9% | +6.1% |
| 1Y | +19.8% | +29.6% | -9.8% | +5.9% |
| All | +32.7% | +86.9% | -54.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling