+14,235.7%
EBAY vs ITW
+1,559.7%
+12,676.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | -0.8% | -2.4% | +1.6% | +0.6% |
| 30D | -0.6% | -9.5% | +8.9% | +5.2% |
| 3M | -1.0% | +6.6% | -7.6% | -5.1% |
| 6M | +16.3% | -1.8% | +18.0% | +16.5% |
| YTD | +21.7% | +9.0% | +12.7% | +14.0% |
| 1Y | +16.5% | +3.6% | +13.0% | +12.0% |
| 3Y | +154.2% | +19.4% | +134.7% | +122.4% |
| 5Y | +58.1% | +36.4% | +21.7% | +27.5% |
| 10Y | +273.5% | +190.0% | +83.5% | +78.3% |
| All | +14,235.7% | +1,559.7% | +12,676.0% | +1,659.4% |
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