+195.0%
ITW vs AR
+57.4%
+137.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.3% | +7.4% | -5.0% | +1.6% |
| 30D | +6.7% | +5.8% | +0.9% | +5.9% |
| 3M | -0.5% | +5.2% | -5.8% | -1.3% |
| 6M | +16.4% | +5.4% | +11.0% | +15.3% |
| YTD | +19.0% | +12.4% | +6.5% | +16.4% |
| 1Y | +20.2% | +12.8% | +7.4% | +17.5% |
| 3Y | +33.1% | +47.2% | -14.1% | +24.1% |
| 5Y | +35.7% | +101.1% | -65.4% | +19.1% |
| All | +195.0% | +57.4% | +137.6% | +123.3% |
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