+26.6%
BA vs ITW
+200.2%
-173.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -8.9% | +9.1% | -18.0% | -15.2% |
| 3M | -25.5% | -1.6% | -24.0% | -24.8% |
| 6M | -27.0% | +14.5% | -41.4% | -35.0% |
| YTD | -20.1% | +19.2% | -39.3% | -31.9% |
| 1Y | -11.0% | +20.9% | -31.9% | -25.2% |
| 3Y | -11.8% | +33.1% | -44.9% | -33.5% |
| 5Y | -20.6% | +38.2% | -58.8% | -43.6% |
| 10Y | +26.6% | +196.2% | -169.5% | -47.3% |
| All | +26.6% | +200.2% | -173.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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