+61.9%
EBAY vs ITW
+36.9%
+25.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | +5.6% | -8.3% | +14.0% | +10.9% |
| 3M | -1.4% | +6.0% | -7.4% | -5.2% |
| 6M | +18.2% | 0.0% | +18.2% | +17.4% |
| YTD | +24.8% | +10.2% | +14.6% | +15.5% |
| 1Y | +18.0% | +3.2% | +14.8% | +13.5% |
| 3Y | +160.3% | +21.0% | +139.3% | +120.1% |
| All | +61.9% | +36.9% | +25.0% | +14.6% |
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