+615.0%
F vs ITW
+9,591.0%
-8,976.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.8% |
| 7D | +5.3% | -3.6% | +8.9% | +7.8% |
| 30D | +4.6% | -9.1% | +13.7% | +11.2% |
| 3M | -3.7% | +8.2% | -11.9% | -8.8% |
| 6M | +16.8% | -4.8% | +21.6% | +19.9% |
| YTD | +15.3% | +11.0% | +4.3% | +7.0% |
| 1Y | +31.0% | +4.2% | +26.8% | +26.0% |
| 3Y | +45.4% | +17.3% | +28.2% | +29.7% |
| 5Y | +54.7% | +33.0% | +21.7% | +28.8% |
| 10Y | +98.2% | +182.3% | -84.1% | +3.1% |
| All | +615.0% | +9,591.0% | -8,976.0% | -28.5% |
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 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