+188.6%
ITW vs FIVE
+486.0%
-297.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.3% |
| 30D | -10.4% | +5.0% | -15.4% | -11.4% |
| 3M | +3.5% | +29.5% | -26.0% | -2.4% |
| 6M | -3.4% | +12.4% | -15.8% | -6.8% |
| YTD | +8.5% | +31.2% | -22.7% | +1.0% |
| 1Y | +3.2% | +72.9% | -69.6% | -9.9% |
| 3Y | +18.9% | +53.0% | -34.1% | +0.6% |
| 5Y | +35.0% | +34.2% | +0.9% | +13.7% |
| 10Y | +188.6% | +497.6% | -309.0% | +72.8% |
| All | +188.6% | +486.0% | -297.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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