+14.4%
ITW vs IRE
-97.3%
+111.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.0% |
| 7D | -1.1% | -15.5% | +14.4% | -1.1% |
| 30D | +8.6% | -70.4% | +78.9% | +7.9% |
| 3M | -2.7% | -81.6% | +78.9% | -3.4% |
| 6M | +14.0% | -94.7% | +108.7% | +13.9% |
| YTD | +18.6% | -91.8% | +110.4% | +19.1% |
| 1Y | +19.8% | -97.6% | +117.3% | +18.7% |
| All | +14.4% | -97.3% | +111.7% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling