+37.6%
ITW vs QSR
+40.5%
-3.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -4.0% | +3.3% | +0.6% |
| 30D | -8.3% | +2.8% | -11.1% | -9.2% |
| 3M | +6.0% | +5.1% | +0.9% | +4.1% |
| 6M | 0.0% | +8.8% | -8.8% | -3.5% |
| YTD | +10.2% | +14.8% | -4.6% | +4.1% |
| 1Y | +3.2% | +25.7% | -22.5% | -5.9% |
| 3Y | +21.0% | +27.5% | -6.6% | +7.1% |
| All | +37.6% | +40.5% | -3.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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