+22.9%
ITW vs BLDR
-38.1%
+61.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +0.1% |
| 7D | +6.3% | +24.4% | -18.1% | +0.6% |
| 30D | +11.1% | +24.9% | -13.9% | +4.9% |
| 3M | +0.1% | -7.8% | +7.9% | +1.8% |
| 6M | +18.1% | -5.8% | +23.8% | +18.2% |
| YTD | +21.4% | -32.5% | +53.9% | +32.6% |
| 1Y | +22.9% | -36.7% | +59.6% | +36.2% |
| All | +22.9% | -38.1% | +61.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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