+20.7%
ITW vs AR
+11.6%
+9.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.5% |
| 30D | +8.9% | +4.5% | +4.4% | +9.1% |
| 3M | -0.9% | +1.0% | -1.9% | -1.1% |
| 6M | +16.0% | +4.4% | +11.5% | +16.4% |
| YTD | +19.4% | +10.9% | +8.6% | +19.5% |
| 1Y | +20.7% | +8.6% | +12.1% | +20.5% |
| All | +20.7% | +11.6% | +9.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling