+256.9%
BNY vs ITW
+36.9%
+220.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -0.2% | -8.3% | +8.2% | +4.7% |
| 3M | +14.9% | +6.0% | +8.9% | +10.4% |
| 6M | +40.0% | 0.0% | +40.0% | +38.7% |
| YTD | +42.0% | +10.2% | +31.7% | +31.8% |
| 1Y | +56.9% | +3.2% | +53.6% | +51.2% |
| 3Y | +289.9% | +21.0% | +268.9% | +233.6% |
| All | +256.9% | +36.9% | +220.0% | +159.9% |
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