+3,759.0%
FIX vs ITW
+198.0%
+3,561.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | +6.4% | -1.6% | +8.1% | +8.1% |
| 30D | -29.1% | +8.9% | -38.0% | -34.1% |
| 3M | -31.1% | -0.9% | -30.3% | -31.1% |
| 6M | -42.8% | +16.0% | -58.8% | -50.1% |
| YTD | +24.6% | +19.4% | +5.2% | +5.6% |
| 1Y | +21.9% | +20.7% | +1.3% | +2.1% |
| 3Y | +524.9% | +33.4% | +491.5% | +366.5% |
| 5Y | +1,092.2% | +39.1% | +1,053.1% | +745.6% |
| 10Y | +3,759.0% | +195.3% | +3,563.8% | +1,383.0% |
| All | +3,759.0% | +198.0% | +3,561.0% | +1,383.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling