+185.1%
ITW vs ALM
+2,776.7%
-2,591.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.7% |
| 7D | -2.4% | -7.1% | +4.7% | -2.2% |
| 30D | -9.5% | +24.7% | -34.2% | -10.0% |
| 3M | +6.6% | +8.3% | -1.7% | +6.2% |
| 6M | -1.8% | -22.2% | +20.4% | -1.7% |
| YTD | +9.0% | +88.1% | -79.1% | +6.9% |
| 1Y | +3.6% | +272.4% | -268.8% | -0.1% |
| 3Y | +19.4% | +2,004.1% | -1,984.7% | +9.4% |
| 5Y | +36.4% | +915.8% | -879.4% | +26.2% |
| All | +185.1% | +2,776.7% | -2,591.6% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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