+20.2%
ITW vs IRE
-97.6%
+117.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.6% | +0.1% |
| 7D | +2.3% | -31.8% | +34.2% | +2.0% |
| 30D | +6.7% | -71.8% | +78.5% | +6.0% |
| 3M | -0.5% | -88.9% | +88.4% | -1.6% |
| 6M | +16.4% | -95.4% | +111.8% | +16.2% |
| YTD | +19.0% | -94.2% | +113.2% | +19.5% |
| 1Y | +20.2% | -97.1% | +117.3% | +18.8% |
| All | +20.2% | -97.6% | +117.8% | +18.8% |
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