+39.1%
ITW vs M
+0.2%
+38.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +8.9% | +8.1% | +0.8% | +7.4% |
| 3M | -0.9% | +2.2% | -3.1% | -1.5% |
| 6M | +16.0% | +35.1% | -19.2% | +9.8% |
| YTD | +19.4% | +15.8% | +3.6% | +15.5% |
| 1Y | +20.7% | +25.8% | -5.2% | +15.1% |
| 3Y | +33.4% | +156.2% | -122.8% | +8.4% |
| 5Y | +39.1% | -2.4% | +41.4% | +24.7% |
| All | +39.1% | +0.2% | +38.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling