+188.3%
ITW vs IT
+103.1%
+85.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.1% | -0.3% |
| 7D | -0.7% | -3.7% | +2.9% | +0.1% |
| 30D | -8.3% | +0.1% | -8.4% | -8.6% |
| 3M | +6.0% | +20.7% | -14.7% | -0.9% |
| 6M | 0.0% | +12.0% | -12.0% | -5.7% |
| YTD | +10.2% | -28.8% | +39.0% | +17.9% |
| 1Y | +3.2% | -25.5% | +28.7% | +8.0% |
| 3Y | +21.0% | -48.8% | +69.7% | +38.9% |
| 5Y | +37.9% | -42.7% | +80.7% | +48.5% |
| All | +188.3% | +103.1% | +85.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling