+8,590.7%
FIX vs ITW
+1,986.8%
+6,603.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.4% | +8.1% |
| 7D | -7.2% | -1.1% | -6.1% | -6.7% |
| 30D | -35.1% | +8.6% | -43.7% | -38.6% |
| 3M | -34.3% | -2.7% | -31.6% | -33.4% |
| 6M | -42.9% | +14.0% | -56.9% | -48.0% |
| YTD | +19.5% | +18.6% | +0.8% | +5.8% |
| 1Y | +16.8% | +19.8% | -3.0% | +2.6% |
| 3Y | +506.7% | +34.8% | +471.9% | +388.3% |
| 5Y | +1,046.7% | +37.5% | +1,009.2% | +810.6% |
| 10Y | +3,800.0% | +199.9% | +3,600.1% | +1,897.9% |
| All | +8,590.7% | +1,986.8% | +6,603.8% | +1,824.4% |
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