+35.0%
ITW vs IBB
+20.0%
+15.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -1.9% | -3.9% | +2.0% | -0.2% |
| 30D | -10.4% | +2.7% | -13.1% | -11.6% |
| 3M | +3.5% | +21.4% | -17.8% | -5.3% |
| 6M | -3.4% | +20.1% | -23.4% | -11.4% |
| YTD | +8.5% | +21.9% | -13.4% | -1.5% |
| 1Y | +3.2% | +44.1% | -40.9% | -13.5% |
| 3Y | +18.9% | +63.4% | -44.5% | -7.2% |
| 5Y | +35.0% | +19.8% | +15.3% | +7.3% |
| All | +35.0% | +20.0% | +15.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling