+1,821.9%
BA vs ITW
+9,591.0%
-7,769.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +1.2% | -3.6% | +4.7% | +3.2% |
| 30D | -11.6% | -9.1% | -2.5% | -6.8% |
| 3M | -2.4% | +8.2% | -10.6% | -6.8% |
| 6M | -6.6% | -4.8% | -1.9% | -4.3% |
| YTD | -2.2% | +11.0% | -13.3% | -8.3% |
| 1Y | -8.0% | +4.2% | -12.3% | -11.0% |
| 3Y | -5.0% | +17.3% | -22.3% | -14.5% |
| 5Y | -2.7% | +33.0% | -35.7% | -18.8% |
| 10Y | +75.9% | +182.3% | -106.4% | +2.8% |
| All | +1,821.9% | +9,591.0% | -7,769.1% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling