+188.3%
ITW vs AR
+41.9%
+146.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | -8.3% | +2.5% | -10.9% | -8.6% |
| 3M | +6.0% | +12.3% | -6.3% | +4.6% |
| 6M | 0.0% | -3.1% | +3.1% | -0.1% |
| YTD | +10.2% | +11.5% | -1.3% | +8.2% |
| 1Y | +3.2% | +17.0% | -13.8% | +0.5% |
| 3Y | +21.0% | +47.3% | -26.3% | +12.8% |
| 5Y | +37.9% | +141.2% | -103.3% | +18.5% |
| All | +188.3% | +41.9% | +146.4% | +124.5% |
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