+1,455.0%
ITW vs IBB
+565.6%
+889.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +0.5% | +1.6% | -1.2% | -0.4% |
| 30D | +7.7% | +6.7% | +1.0% | +4.1% |
| 3M | -1.3% | +6.3% | -7.7% | -4.9% |
| 6M | +15.5% | +23.9% | -8.4% | +2.8% |
| YTD | +18.6% | +26.6% | -7.9% | +4.1% |
| 1Y | +19.8% | +29.6% | -9.8% | +3.8% |
| 3Y | +32.5% | +86.1% | -53.6% | -5.2% |
| 5Y | +35.3% | +40.3% | -5.0% | +9.7% |
| 10Y | +193.2% | +128.1% | +65.2% | +79.5% |
| All | +1,455.0% | +565.6% | +889.5% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling