+33.6%
ITW vs IP
+19.6%
+14.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | +8.9% | +9.2% | -0.3% | +6.4% |
| 3M | -0.9% | -16.1% | +15.3% | +3.4% |
| 6M | +16.0% | +9.6% | +6.4% | +12.4% |
| YTD | +19.4% | -8.8% | +28.2% | +20.7% |
| 1Y | +20.7% | -5.5% | +26.2% | +20.8% |
| All | +33.6% | +19.6% | +14.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling