+9,101.3%
ITW vs IP
+364.8%
+8,736.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | -3.6% | -5.3% | +1.7% | -1.6% |
| 30D | -9.1% | -10.9% | +1.7% | -5.2% |
| 3M | +8.2% | +11.2% | -3.0% | +3.0% |
| 6M | -4.8% | -10.2% | +5.5% | -2.5% |
| YTD | +11.0% | -2.0% | +13.0% | +9.5% |
| 1Y | +4.2% | -19.1% | +23.3% | +9.7% |
| 3Y | +17.3% | +20.9% | -3.6% | +1.4% |
| 5Y | +33.0% | -17.8% | +50.8% | +31.9% |
| 10Y | +182.3% | +23.5% | +158.8% | +131.3% |
| All | +9,101.3% | +364.8% | +8,736.5% | +3,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling