-11.0%
BA vs ITW
+20.5%
-31.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -8.9% | +9.1% | -18.0% | -12.3% |
| 3M | -25.5% | -1.6% | -24.0% | -25.1% |
| 6M | -27.0% | +14.5% | -41.4% | -31.3% |
| YTD | -20.1% | +19.2% | -39.3% | -24.8% |
| 1Y | -11.0% | +20.9% | -31.9% | -17.3% |
| All | -11.0% | +20.5% | -31.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling