+19.8%
ITW vs IP
-7.8%
+27.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +0.5% | -0.9% | +1.3% | +0.7% |
| 30D | +7.7% | +6.7% | +1.0% | +5.5% |
| 3M | -1.3% | -16.6% | +15.2% | +4.0% |
| 6M | +15.5% | +6.0% | +9.5% | +12.1% |
| YTD | +18.6% | -10.7% | +29.3% | +20.9% |
| 1Y | +19.8% | -6.7% | +26.5% | +19.9% |
| All | +19.8% | -7.8% | +27.7% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling