-0.9%
BA vs ITW
+34.1%
-35.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +1.2% | -3.6% | +4.7% | +3.4% |
| 30D | -11.6% | -9.1% | -2.5% | -6.2% |
| 3M | -2.4% | +8.2% | -10.6% | -7.4% |
| 6M | -6.6% | -4.8% | -1.9% | -4.1% |
| YTD | -2.2% | +11.0% | -13.3% | -9.3% |
| 1Y | -8.0% | +4.2% | -12.3% | -11.4% |
| 3Y | -5.0% | +17.3% | -22.3% | -17.3% |
| All | -0.9% | +34.1% | -35.1% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling