+35.2%
IR vs ITW
+34.5%
+0.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -0.3% |
| 7D | -1.9% | -1.9% | 0.0% | 0.0% |
| 30D | -15.0% | -10.4% | -4.7% | -5.2% |
| 3M | -0.4% | +3.5% | -3.9% | -3.6% |
| 6M | -15.0% | -3.4% | -11.7% | -11.8% |
| YTD | -7.1% | +8.5% | -15.6% | -13.6% |
| 1Y | -7.5% | +3.2% | -10.8% | -9.8% |
| 3Y | +6.3% | +18.9% | -12.6% | -9.5% |
| All | +35.2% | +34.5% | +0.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling