-10.8%
BA vs ITW
+34.2%
-45.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.1% |
| 30D | -9.5% | +8.6% | -18.0% | -13.4% |
| 3M | -26.5% | -2.7% | -23.7% | -25.4% |
| 6M | -27.4% | +14.0% | -41.3% | -32.6% |
| YTD | -20.6% | +18.6% | -39.2% | -28.3% |
| 1Y | -11.4% | +19.8% | -31.2% | -20.6% |
| 3Y | -10.8% | +34.8% | -45.7% | -24.5% |
| All | -10.8% | +34.2% | -45.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling