+35.0%
ITW vs M
+22.2%
+12.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.1% |
| 7D | -1.9% | -4.1% | +2.2% | -1.3% |
| 30D | -10.4% | -13.6% | +3.2% | -8.4% |
| 3M | +3.5% | -2.3% | +5.8% | +3.6% |
| 6M | -3.4% | +21.9% | -25.3% | -6.8% |
| YTD | +8.5% | -0.6% | +9.1% | +7.8% |
| 1Y | +3.2% | +29.7% | -26.5% | -1.7% |
| 3Y | +18.9% | +107.3% | -88.4% | +1.0% |
| 5Y | +35.0% | +20.5% | +14.5% | +20.6% |
| All | +35.0% | +22.2% | +12.8% | +20.6% |
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