+4.2%
ITW vs M
+46.1%
-41.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.0% |
| 7D | -3.6% | +4.7% | -8.3% | -4.4% |
| 30D | -9.1% | -9.6% | +0.5% | -7.5% |
| 3M | +8.2% | +0.9% | +7.4% | +7.6% |
| 6M | -4.8% | +22.3% | -27.0% | -9.3% |
| YTD | +11.0% | +6.5% | +4.5% | +8.6% |
| 1Y | +4.2% | +38.8% | -34.5% | -3.3% |
| All | +4.2% | +46.1% | -41.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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