+521.9%
BKR vs ITW
+9,414.5%
-8,892.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.1% | -6.9% |
| 7D | -6.7% | -2.4% | -4.3% | -5.4% |
| 30D | -8.3% | -9.5% | +1.2% | -2.9% |
| 3M | -5.4% | +6.6% | -12.0% | -9.7% |
| 6M | +0.8% | -1.8% | +2.6% | +0.7% |
| YTD | +31.8% | +9.0% | +22.8% | +23.8% |
| 1Y | +28.6% | +3.6% | +25.0% | +24.2% |
| 3Y | +71.2% | +19.4% | +51.8% | +51.8% |
| 5Y | +179.2% | +36.4% | +142.8% | +124.1% |
| 10Y | +124.0% | +190.0% | -66.0% | +18.4% |
| All | +521.9% | +9,414.5% | -8,892.6% | -10.2% |
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