+648.2%
ITW vs FIVE
+873.2%
-225.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.5% | +7.3% | -6.8% | -0.8% |
| 30D | +9.1% | +18.1% | -9.0% | +5.7% |
| 3M | -1.6% | +7.7% | -9.3% | -3.2% |
| 6M | +14.5% | +13.6% | +0.9% | +10.8% |
| YTD | +19.2% | +34.6% | -15.4% | +11.2% |
| 1Y | +20.9% | +66.2% | -45.3% | +8.4% |
| 3Y | +33.1% | +43.5% | -10.4% | +16.5% |
| 5Y | +38.2% | +20.7% | +17.5% | +21.6% |
| 10Y | +196.2% | +541.5% | -345.3% | +91.5% |
| All | +648.2% | +873.2% | -225.0% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling