+199.9%
ITW vs IP
+31.6%
+168.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.8% |
| 7D | -1.1% | -3.0% | +1.9% | +0.1% |
| 30D | +8.6% | +10.6% | -2.1% | +3.8% |
| 3M | -2.7% | -13.6% | +10.9% | +3.0% |
| 6M | +14.0% | +10.4% | +3.5% | +7.3% |
| YTD | +18.6% | -6.5% | +25.1% | +18.5% |
| 1Y | +19.8% | -2.1% | +21.9% | +17.1% |
| 3Y | +34.8% | +22.0% | +12.8% | +9.4% |
| 5Y | +37.5% | -9.7% | +47.2% | +28.2% |
| 10Y | +199.9% | +26.8% | +173.1% | +122.9% |
| All | +199.9% | +31.6% | +168.3% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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