+188.6%
ITW vs RACE
+783.2%
-594.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -1.0% |
| 30D | -10.4% | -1.1% | -9.3% | -10.1% |
| 3M | +3.5% | +12.5% | -9.0% | -1.2% |
| 6M | -3.4% | +17.4% | -20.8% | -9.6% |
| YTD | +8.5% | +10.1% | -1.6% | +3.5% |
| 1Y | +3.2% | -15.1% | +18.4% | +7.5% |
| 3Y | +18.9% | +38.9% | -20.0% | -2.5% |
| 5Y | +35.0% | +90.7% | -55.6% | -5.5% |
| 10Y | +188.6% | +801.8% | -613.2% | +19.2% |
| All | +188.6% | +783.2% | -594.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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