+1,115.2%
DIA vs ITW
+1,633.0%
-517.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -2.1% | -9.4% | +7.4% | +2.9% |
| 3M | +4.2% | +7.1% | -2.9% | +0.3% |
| 6M | +11.9% | -1.9% | +13.7% | +12.4% |
| YTD | +10.8% | +10.4% | +0.4% | +4.5% |
| 1Y | +17.5% | +3.3% | +14.2% | +14.4% |
| 3Y | +59.9% | +21.0% | +38.9% | +42.5% |
| 5Y | +64.1% | +36.3% | +27.8% | +35.8% |
| 10Y | +246.2% | +185.8% | +60.4% | +93.7% |
| All | +1,115.2% | +1,633.0% | -517.8% | +168.8% |
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