+9,034.5%
ITW vs BRO
+25,535.4%
-16,500.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -7.3% | +6.6% | +1.0% |
| 30D | -8.3% | -6.9% | -1.5% | -6.9% |
| 3M | +6.0% | +10.7% | -4.6% | +3.3% |
| 6M | 0.0% | -2.7% | +2.7% | +0.1% |
| YTD | +10.2% | -16.3% | +26.6% | +14.0% |
| 1Y | +3.2% | -29.1% | +32.3% | +10.8% |
| 3Y | +21.0% | -7.8% | +28.8% | +21.5% |
| 5Y | +37.9% | +18.7% | +19.2% | +29.8% |
| 10Y | +193.2% | +291.9% | -98.7% | +118.7% |
| All | +9,034.5% | +25,535.4% | -16,500.9% | +5,160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling