+2,876.4%
FITB vs ITW
+9,539.7%
-6,663.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | +2.8% | -0.4% | +3.3% | +3.1% |
| 30D | -4.5% | -9.4% | +4.9% | +2.0% |
| 3M | +5.7% | +7.1% | -1.5% | +0.5% |
| 6M | +17.1% | -1.9% | +19.0% | +18.1% |
| YTD | +18.3% | +10.4% | +7.9% | +9.9% |
| 1Y | +23.9% | +3.3% | +20.6% | +20.2% |
| 3Y | +131.1% | +21.0% | +110.1% | +102.4% |
| 5Y | +71.1% | +36.3% | +34.8% | +38.7% |
| 10Y | +283.9% | +185.8% | +98.1% | +100.8% |
| All | +2,876.4% | +9,539.7% | -6,663.3% | +367.9% |
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