+4.2%
ITW vs DRI
+6.9%
-2.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -3.6% | +0.6% | -4.1% | -3.7% |
| 30D | -9.1% | +3.8% | -13.0% | -10.1% |
| 3M | +8.2% | +13.0% | -4.8% | +4.7% |
| 6M | -4.8% | +8.3% | -13.1% | -7.1% |
| YTD | +11.0% | +20.6% | -9.6% | +5.1% |
| 1Y | +4.2% | +6.5% | -2.2% | -2.1% |
| All | +4.2% | +6.9% | -2.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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