+36.3%
ITW vs AR
+140.6%
-104.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | -9.4% | +12.6% | -22.0% | -10.5% |
| 3M | +7.1% | +10.0% | -2.9% | +5.9% |
| 6M | -1.9% | +0.6% | -2.5% | -2.3% |
| YTD | +10.4% | +13.4% | -3.0% | +8.2% |
| 1Y | +3.3% | +21.7% | -18.4% | +0.1% |
| 3Y | +21.0% | +45.8% | -24.8% | +12.6% |
| 5Y | +36.3% | +144.3% | -107.9% | +18.4% |
| All | +36.3% | +140.6% | -104.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling