+19.6%
ITW vs BAX
-34.3%
+54.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | -2.4% | -5.4% | +3.1% | -1.4% |
| 30D | -9.5% | -12.4% | +2.9% | -7.3% |
| 3M | +6.6% | +19.1% | -12.5% | +2.7% |
| 6M | -1.8% | +38.6% | -40.4% | -8.3% |
| YTD | +9.0% | +26.7% | -17.7% | +2.6% |
| 1Y | +3.6% | +1.0% | +2.5% | +1.4% |
| All | +19.6% | -34.3% | +54.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling