+274.5%
IR vs ITW
+140.0%
+134.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -1.1% |
| 7D | -3.1% | -2.4% | -0.7% | -0.9% |
| 30D | -14.0% | -9.5% | -4.5% | -5.8% |
| 3M | +3.7% | +6.6% | -2.9% | -1.9% |
| 6M | -15.4% | -1.8% | -13.6% | -13.6% |
| YTD | -7.7% | +9.0% | -16.7% | -13.8% |
| 1Y | -8.8% | +3.6% | -12.4% | -11.0% |
| 3Y | +5.6% | +19.4% | -13.8% | -8.7% |
| 5Y | +34.3% | +36.4% | -2.1% | +2.9% |
| All | +274.5% | +140.0% | +134.5% | +95.8% |
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