+22.9%
ITW vs BRO
-3.6%
+26.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.6% |
| 7D | +6.3% | +12.4% | -6.1% | +4.2% |
| 30D | +11.1% | +21.6% | -10.5% | +7.4% |
| 3M | +0.1% | +4.3% | -4.2% | -0.7% |
| 6M | +18.1% | +29.2% | -11.1% | +13.8% |
| YTD | +21.4% | -6.4% | +27.8% | +25.3% |
| 1Y | +22.9% | -5.3% | +28.2% | +26.8% |
| All | +22.9% | -3.6% | +26.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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