+9,532.2%
ITW vs IP
+331.0%
+9,201.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.9% | -5.1% | +5.9% | +2.9% |
| 30D | +7.6% | +8.5% | -0.9% | +4.1% |
| 3M | -4.0% | -13.8% | +9.8% | +1.1% |
| 6M | +9.2% | +5.7% | +3.5% | +5.4% |
| YTD | +16.2% | -9.1% | +25.4% | +17.6% |
| 1Y | +17.9% | -0.8% | +18.8% | +15.1% |
| 3Y | +30.6% | +14.8% | +15.8% | +14.9% |
| 5Y | +35.2% | -11.5% | +46.7% | +29.9% |
| 10Y | +212.2% | +27.9% | +184.3% | +152.1% |
| All | +9,532.2% | +331.0% | +9,201.3% | +3,764.7% |
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 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