+147.3%
IBM vs ITW
+192.7%
-45.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +2.3% | -0.8% | +0.4% |
| 30D | +9.2% | +6.7% | +2.5% | +5.6% |
| 3M | +4.9% | -0.5% | +5.5% | +5.0% |
| 6M | +16.8% | +16.4% | +0.4% | +7.5% |
| YTD | -14.3% | +19.0% | -33.2% | -22.9% |
| 1Y | -16.7% | +20.2% | -36.9% | -25.6% |
| 3Y | +82.2% | +33.1% | +49.1% | +51.6% |
| 5Y | +149.9% | +35.7% | +114.2% | +101.3% |
| All | +147.3% | +192.7% | -45.4% | +33.6% |
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