+188.3%
ITW vs BLDR
+383.3%
-195.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | -0.7% | -8.2% | +7.5% | +1.4% |
| 30D | -8.3% | -16.6% | +8.3% | -4.1% |
| 3M | +6.0% | -23.2% | +29.2% | +12.5% |
| 6M | 0.0% | -33.7% | +33.7% | +9.6% |
| YTD | +10.2% | -41.3% | +51.6% | +24.1% |
| 1Y | +3.2% | -58.8% | +62.0% | +26.8% |
| 3Y | +21.0% | -57.5% | +78.4% | +40.4% |
| 5Y | +37.9% | +12.9% | +25.0% | +16.9% |
| All | +188.3% | +383.3% | -195.1% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling