+143.8%
IBM vs ITW
+194.8%
-51.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +3.4% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | +3.1% | -8.3% | +11.4% | +7.6% |
| 3M | -10.8% | +6.0% | -16.9% | -13.7% |
| 6M | -0.8% | 0.0% | -0.8% | -1.6% |
| YTD | -16.2% | +10.2% | -26.4% | -21.5% |
| 1Y | -2.9% | +3.2% | -6.1% | -6.2% |
| 3Y | +79.8% | +21.0% | +58.9% | +57.3% |
| 5Y | +124.9% | +37.9% | +87.0% | +78.1% |
| All | +143.8% | +194.8% | -51.0% | +30.5% |
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