+8,533.7%
FIX vs ITW
+1,996.5%
+6,537.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -13.9% | +0.5% | -14.4% | -14.3% |
| 30D | -35.5% | +9.1% | -44.6% | -39.2% |
| 3M | -33.9% | -1.6% | -32.4% | -33.6% |
| 6M | -43.3% | +14.5% | -57.8% | -48.5% |
| YTD | +18.7% | +19.2% | -0.5% | +4.8% |
| 1Y | +13.8% | +20.9% | -7.2% | -0.7% |
| 3Y | +495.0% | +33.1% | +461.8% | +382.7% |
| 5Y | +1,049.0% | +38.2% | +1,010.9% | +809.6% |
| 10Y | +3,644.4% | +196.2% | +3,448.3% | +1,830.7% |
| All | +8,533.7% | +1,996.5% | +6,537.2% | +1,806.3% |
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