+194.2%
ITW vs ALLY
+172.1%
+22.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.2% |
| 30D | +7.7% | +2.0% | +5.7% | +7.0% |
| 3M | -1.3% | -13.3% | +12.0% | +3.2% |
| 6M | +15.5% | -9.9% | +25.3% | +19.0% |
| YTD | +18.6% | -13.5% | +32.2% | +23.3% |
| 1Y | +19.8% | -2.8% | +22.6% | +19.8% |
| 3Y | +32.5% | +63.4% | -30.9% | +7.8% |
| 5Y | +35.3% | -10.9% | +46.2% | +29.7% |
| All | +194.2% | +172.1% | +22.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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