+37.6%
ITW vs PODD
-55.4%
+93.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | -0.7% | -10.5% | +9.8% | +0.4% |
| 30D | -8.3% | -9.0% | +0.7% | -7.5% |
| 3M | +6.0% | -11.5% | +17.6% | +6.9% |
| 6M | 0.0% | -44.7% | +44.7% | +6.2% |
| YTD | +10.2% | -53.6% | +63.8% | +19.6% |
| 1Y | +3.2% | -61.0% | +64.2% | +14.2% |
| 3Y | +21.0% | -24.7% | +45.7% | +19.8% |
| All | +37.6% | -55.4% | +93.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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