+73.0%
IBM vs ITW
+18.9%
+54.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -1.8% | -9.5% | +7.7% | +1.2% |
| 3M | -13.5% | +6.6% | -20.1% | -15.1% |
| 6M | -5.1% | -1.8% | -3.3% | -4.6% |
| YTD | -19.4% | +9.0% | -28.4% | -22.8% |
| 1Y | -6.5% | +3.6% | -10.1% | -8.7% |
| All | +73.0% | +18.9% | +54.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling