+188.3%
ITW vs AU
+699.0%
-510.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.7% | -4.3% | +3.5% | -0.5% |
| 30D | -8.3% | +7.3% | -15.6% | -8.7% |
| 3M | +6.0% | +26.3% | -20.3% | +4.7% |
| 6M | 0.0% | +1.8% | -1.8% | -0.5% |
| YTD | +10.2% | +26.8% | -16.6% | +8.6% |
| 1Y | +3.2% | +66.7% | -63.5% | +0.4% |
| 3Y | +21.0% | +579.1% | -558.1% | +9.3% |
| 5Y | +37.9% | +689.3% | -651.4% | +22.5% |
| All | +188.3% | +699.0% | -510.7% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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