+16,837.1%
INTC vs ITW
+9,371.1%
+7,466.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.7% |
| 7D | +18.0% | -1.9% | +19.9% | +19.2% |
| 30D | +8.9% | -10.4% | +19.3% | +15.8% |
| 3M | -1.6% | +3.5% | -5.1% | -4.2% |
| 6M | +133.1% | -3.4% | +136.5% | +136.1% |
| YTD | +187.9% | +8.5% | +179.4% | +172.3% |
| 1Y | +334.7% | +3.2% | +331.5% | +321.5% |
| 3Y | +184.2% | +18.9% | +165.3% | +156.6% |
| 5Y | +116.0% | +35.0% | +81.0% | +81.5% |
| 10Y | +270.0% | +188.6% | +81.3% | +101.6% |
| All | +16,837.1% | +9,371.1% | +7,466.0% | +1,712.7% |
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