+12,471.5%
FIX vs ITW
+1,853.3%
+10,618.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +6.0% | -3.6% | +9.6% | +8.4% |
| 30D | -7.2% | -9.1% | +1.9% | -1.5% |
| 3M | -15.9% | +8.2% | -24.1% | -20.5% |
| 6M | +12.7% | -4.8% | +17.5% | +15.7% |
| YTD | +72.8% | +11.0% | +61.8% | +60.3% |
| 1Y | +122.9% | +4.2% | +118.6% | +113.3% |
| 3Y | +774.3% | +17.3% | +757.1% | +671.5% |
| 5Y | +2,049.5% | +33.0% | +2,016.5% | +1,653.3% |
| 10Y | +5,821.5% | +182.3% | +5,639.1% | +3,063.9% |
| All | +12,471.5% | +1,853.3% | +10,618.2% | +2,814.4% |
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