+19.6%
ITW vs EXEL
+160.7%
-141.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | -9.5% | +11.9% | -21.4% | -10.7% |
| 3M | +6.6% | +9.2% | -2.6% | +5.4% |
| 6M | -1.8% | +39.1% | -40.8% | -5.6% |
| YTD | +9.0% | +31.0% | -22.0% | +5.2% |
| 1Y | +3.6% | +52.3% | -48.8% | -2.1% |
| All | +19.6% | +160.7% | -141.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling