+790.7%
FIX vs ITW
+21.4%
+769.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +6.1% | -0.4% | +6.5% | +6.3% |
| 30D | -2.7% | -9.4% | +6.8% | +2.4% |
| 3M | -10.9% | +7.1% | -18.0% | -15.4% |
| 6M | +29.0% | -1.9% | +30.9% | +28.6% |
| YTD | +76.9% | +10.4% | +66.4% | +65.3% |
| 1Y | +130.7% | +3.3% | +127.4% | +123.6% |
| 3Y | +790.7% | +21.0% | +769.7% | +639.2% |
| All | +790.7% | +21.4% | +769.3% | +639.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling