+188.3%
ITW vs MKTX
+5.0%
+183.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.3% | +0.7% | -9.1% | -8.4% |
| 3M | +6.0% | +40.8% | -34.8% | -1.2% |
| 6M | 0.0% | -8.0% | +8.0% | +1.0% |
| YTD | +10.2% | -8.7% | +19.0% | +11.4% |
| 1Y | +3.2% | -11.8% | +15.1% | +4.8% |
| 3Y | +21.0% | -24.0% | +45.0% | +23.3% |
| 5Y | +37.9% | -60.3% | +98.2% | +58.8% |
| All | +188.3% | +5.0% | +183.2% | +154.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling