+194.2%
ITW vs AR
+57.2%
+137.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +0.5% | +6.4% | -5.9% | -0.2% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | -1.3% | +3.3% | -4.6% | -1.9% |
| 6M | +15.5% | +6.6% | +8.9% | +14.2% |
| YTD | +18.6% | +12.3% | +6.3% | +16.1% |
| 1Y | +19.8% | +12.3% | +7.5% | +17.2% |
| 3Y | +32.5% | +50.4% | -17.9% | +23.2% |
| 5Y | +35.3% | +101.0% | -65.7% | +18.8% |
| All | +194.2% | +57.2% | +137.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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