+64.1%
DIA vs ITW
+36.9%
+27.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -1.6% | -0.7% | -0.8% | -1.2% |
| 30D | -2.0% | -8.3% | +6.3% | +2.2% |
| 3M | +3.6% | +6.0% | -2.4% | +0.3% |
| 6M | +11.5% | 0.0% | +11.5% | +10.9% |
| YTD | +10.4% | +10.2% | +0.1% | +4.0% |
| 1Y | +15.6% | +3.2% | +12.4% | +12.5% |
| 3Y | +58.9% | +21.0% | +37.9% | +40.6% |
| All | +64.1% | +36.9% | +27.2% | +29.3% |
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