+4.2%
ITW vs MKTX
-8.5%
+12.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -9.1% | +1.1% | -10.2% | -9.1% |
| 3M | +8.2% | +36.1% | -27.9% | +9.0% |
| 6M | -4.8% | -12.9% | +8.1% | -2.2% |
| YTD | +11.0% | -8.5% | +19.6% | +14.6% |
| 1Y | +4.2% | -7.5% | +11.8% | +7.4% |
| All | +4.2% | -8.5% | +12.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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