+122.9%
FIX vs ITW
+5.8%
+117.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +6.0% | -3.6% | +9.6% | +6.6% |
| 30D | -7.2% | -9.1% | +1.9% | -5.9% |
| 3M | -15.9% | +8.2% | -24.1% | -18.7% |
| 6M | +12.7% | -4.8% | +17.5% | +7.9% |
| YTD | +72.8% | +11.0% | +61.8% | +78.0% |
| 1Y | +122.9% | +4.2% | +118.6% | +136.2% |
| All | +122.9% | +5.8% | +117.1% | +136.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling