+566.0%
ITW vs INDA
+109.8%
+456.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | -1.9% | -2.6% | +0.7% | -0.7% |
| 30D | -10.4% | -2.9% | -7.4% | -9.1% |
| 3M | +3.5% | +2.4% | +1.1% | +2.4% |
| 6M | -3.4% | -2.6% | -0.7% | -2.3% |
| YTD | +8.5% | -10.0% | +18.5% | +13.7% |
| 1Y | +3.2% | -7.7% | +10.9% | +6.8% |
| 3Y | +18.9% | +8.9% | +10.0% | +13.0% |
| 5Y | +35.0% | +6.0% | +29.0% | +29.6% |
| 10Y | +188.6% | +84.4% | +104.2% | +107.8% |
| All | +566.0% | +109.8% | +456.2% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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