+188.3%
ITW vs DRI
+353.8%
-165.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.7% | -3.2% | +2.5% | +0.3% |
| 30D | -8.3% | -7.8% | -0.5% | -6.1% |
| 3M | +6.0% | +0.4% | +5.7% | +5.7% |
| 6M | 0.0% | +4.8% | -4.8% | -1.9% |
| YTD | +10.2% | +16.7% | -6.5% | +4.4% |
| 1Y | +3.2% | +1.5% | +1.7% | +1.8% |
| 3Y | +21.0% | +56.3% | -35.3% | +3.2% |
| 5Y | +37.9% | +66.4% | -28.5% | +13.9% |
| All | +188.3% | +353.8% | -165.6% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling