+55.2%
EBAY vs ITW
+24.0%
+31.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +5.1% |
| 7D | +6.0% | +6.3% | -0.3% | +4.9% |
| 30D | +16.8% | +11.1% | +5.7% | +14.8% |
| 3M | +14.5% | +0.1% | +14.4% | +14.1% |
| 6M | +15.1% | +18.1% | -2.9% | +12.9% |
| YTD | +45.0% | +21.4% | +23.6% | +37.6% |
| 1Y | +55.2% | +22.9% | +32.3% | +46.5% |
| All | +55.2% | +24.0% | +31.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling