+10.5%
ITW vs Q
+75.3%
-64.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.8% |
| 7D | -0.4% | +6.7% | -7.2% | -1.1% |
| 30D | -9.4% | -10.6% | +1.2% | -8.4% |
| 3M | +7.1% | -14.6% | +21.7% | +8.5% |
| 6M | -1.9% | +12.1% | -13.9% | -4.9% |
| YTD | +10.4% | +51.3% | -40.8% | +4.2% |
| All | +10.5% | +75.3% | -64.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling