+318.3%
INTC vs ITW
+4.8%
+313.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +2.0% | -8.3% | +10.3% | +4.9% |
| 3M | -12.0% | +6.0% | -18.0% | -16.0% |
| 6M | +114.5% | 0.0% | +114.6% | +107.7% |
| YTD | +179.0% | +10.2% | +168.7% | +165.9% |
| 1Y | +318.3% | +3.2% | +315.1% | +359.6% |
| All | +318.3% | +4.8% | +313.5% | +359.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling