+12,882.1%
BLK vs ITW
+1,184.8%
+11,697.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | -3.3% | -0.7% | -2.6% | -2.8% |
| 30D | -6.5% | -8.3% | +1.8% | -1.1% |
| 3M | +6.7% | +6.0% | +0.7% | +2.4% |
| 6M | +14.7% | 0.0% | +14.7% | +14.1% |
| YTD | +2.5% | +10.2% | -7.7% | -4.7% |
| 1Y | -2.8% | +3.2% | -6.0% | -6.0% |
| 3Y | +65.9% | +21.0% | +44.9% | +44.3% |
| 5Y | +33.0% | +37.9% | -4.9% | +6.5% |
| 10Y | +281.2% | +193.2% | +88.0% | +89.2% |
| All | +12,882.1% | +1,184.8% | +11,697.3% | +2,902.9% |
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 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