+37.3%
ITW vs BROS
+41.2%
-3.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -9.4% | -13.5% | +4.0% | -8.5% |
| 3M | +7.1% | -18.4% | +25.5% | +8.3% |
| 6M | -1.9% | -10.6% | +8.7% | -1.7% |
| YTD | +10.4% | -25.1% | +35.5% | +11.9% |
| 1Y | +3.3% | -28.6% | +31.9% | +4.9% |
| 3Y | +21.0% | +65.6% | -44.6% | +13.9% |
| All | +37.3% | +41.2% | -3.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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