+69.8%
FITB vs ITW
+35.1%
+34.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.1% |
| 7D | -1.0% | -2.4% | +1.4% | +1.0% |
| 30D | -5.5% | -9.5% | +4.0% | +2.6% |
| 3M | +4.1% | +6.6% | -2.5% | -1.9% |
| 6M | +18.7% | -1.8% | +20.5% | +19.6% |
| YTD | +18.2% | +9.0% | +9.2% | +8.3% |
| 1Y | +23.7% | +3.6% | +20.1% | +18.1% |
| 3Y | +130.8% | +19.4% | +111.3% | +93.6% |
| 5Y | +69.8% | +36.4% | +33.4% | +21.2% |
| All | +69.8% | +35.1% | +34.7% | +21.2% |
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