+1,265.9%
ITW vs IAG
+378.9%
+887.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.9% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | -10.4% | +11.4% | -21.8% | -11.1% |
| 3M | +3.5% | +33.0% | -29.5% | +1.3% |
| 6M | -3.4% | -6.0% | +2.6% | -3.6% |
| YTD | +8.5% | +24.6% | -16.0% | +5.9% |
| 1Y | +3.2% | +105.0% | -101.8% | -2.8% |
| 3Y | +18.9% | +837.9% | -819.0% | -1.2% |
| 5Y | +35.0% | +817.0% | -781.9% | +9.3% |
| 10Y | +188.6% | +425.3% | -236.7% | +129.0% |
| All | +1,265.9% | +378.9% | +887.0% | +825.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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