+2,413.6%
IBM vs ITW
+9,591.0%
-7,177.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | -0.3% | -3.6% | +3.3% | +1.2% |
| 30D | +0.3% | -9.1% | +9.4% | +4.2% |
| 3M | -21.6% | +8.2% | -29.8% | -24.2% |
| 6M | -4.7% | -4.8% | +0.1% | -3.4% |
| YTD | -19.1% | +11.0% | -30.1% | -23.3% |
| 1Y | -2.5% | +4.2% | -6.7% | -5.4% |
| 3Y | +74.2% | +17.3% | +56.9% | +59.9% |
| 5Y | +113.1% | +33.0% | +80.1% | +83.4% |
| 10Y | +133.5% | +182.3% | -48.8% | +47.4% |
| All | +2,413.6% | +9,591.0% | -7,177.4% | +394.4% |
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