+291.3%
IR vs ITW
+144.5%
+146.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.8% |
| 7D | -2.8% | -3.6% | +0.7% | +0.4% |
| 30D | -15.1% | -9.1% | -6.0% | -7.4% |
| 3M | +6.1% | +8.2% | -2.2% | -1.0% |
| 6M | -16.8% | -4.8% | -12.0% | -12.6% |
| YTD | -3.5% | +11.0% | -14.6% | -11.5% |
| 1Y | -3.5% | +4.2% | -7.7% | -6.4% |
| 3Y | +9.5% | +17.3% | -7.8% | -4.0% |
| 5Y | +45.1% | +33.0% | +12.1% | +13.4% |
| All | +291.3% | +144.5% | +146.8% | +101.2% |
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