+21.0%
ITW vs FIVE
+59.0%
-38.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -0.4% | +3.7% | -4.1% | -0.9% |
| 30D | -9.4% | +4.0% | -13.4% | -9.9% |
| 3M | +7.1% | +36.2% | -29.1% | +3.2% |
| 6M | -1.9% | +18.0% | -19.9% | -4.2% |
| YTD | +10.4% | +34.9% | -24.4% | +6.0% |
| 1Y | +3.3% | +67.9% | -64.6% | -3.6% |
| 3Y | +21.0% | +57.3% | -36.3% | +4.4% |
| All | +21.0% | +59.0% | -38.0% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling