+4.2%
ITW vs BTDR
-4.8%
+9.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.6% |
| 7D | -3.6% | +20.0% | -23.5% | -3.5% |
| 30D | -9.1% | +11.9% | -21.1% | -9.1% |
| 3M | +8.2% | -36.9% | +45.2% | +9.1% |
| 6M | -4.8% | +56.5% | -61.3% | -5.1% |
| YTD | +11.0% | +10.4% | +0.6% | +10.5% |
| 1Y | +4.2% | +3.1% | +1.2% | +6.5% |
| All | +4.2% | -4.8% | +9.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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