+778.0%
ITW vs BTG
+373.5%
+404.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.7% | -3.8% | +3.0% | -0.5% |
| 30D | -8.3% | +3.6% | -12.0% | -8.5% |
| 3M | +6.0% | +32.0% | -26.0% | +4.4% |
| 6M | 0.0% | +3.4% | -3.4% | -0.6% |
| YTD | +10.2% | +20.8% | -10.6% | +8.5% |
| 1Y | +3.2% | +22.4% | -19.2% | +1.3% |
| 3Y | +21.0% | +91.7% | -70.7% | +15.2% |
| 5Y | +37.9% | +79.0% | -41.1% | +30.9% |
| 10Y | +193.2% | +152.6% | +40.6% | +168.7% |
| All | +778.0% | +373.5% | +404.4% | +643.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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