+37.6%
ITW vs BTDR
+20.7%
+16.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.7% |
| 30D | -8.3% | +32.6% | -40.9% | -9.0% |
| 3M | +6.0% | -32.2% | +38.3% | +6.7% |
| 6M | 0.0% | +52.4% | -52.4% | -1.8% |
| YTD | +10.2% | +6.7% | +3.5% | +9.0% |
| 1Y | +3.2% | -15.2% | +18.5% | +2.0% |
| 3Y | +21.0% | +14.9% | +6.1% | +14.1% |
| All | +37.6% | +20.7% | +16.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling