+22.9%
ITW vs IRE
-97.6%
+120.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -23.2% | +25.6% | +2.2% |
| 7D | +6.3% | -46.8% | +53.1% | +5.9% |
| 30D | +11.1% | -75.5% | +86.6% | +10.3% |
| 3M | +0.1% | -79.4% | +79.5% | -0.6% |
| 6M | +18.1% | -91.3% | +109.4% | +18.1% |
| YTD | +21.4% | -90.8% | +112.2% | +21.8% |
| 1Y | +22.9% | -97.7% | +120.6% | +21.2% |
| All | +22.9% | -97.6% | +120.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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