+21.0%
ITW vs M
+120.4%
-99.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | -9.4% | -11.6% | +2.2% | -7.8% |
| 3M | +7.1% | +1.6% | +5.5% | +6.6% |
| 6M | -1.9% | +25.2% | -27.1% | -5.6% |
| YTD | +10.4% | +3.8% | +6.7% | +9.0% |
| 1Y | +3.3% | +36.3% | -33.0% | -2.1% |
| 3Y | +21.0% | +116.3% | -95.3% | +2.2% |
| All | +21.0% | +120.4% | -99.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling