+306.5%
ITW vs RACE
+647.6%
-341.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -3.6% | -2.5% | -1.0% | -2.7% |
| 30D | -9.1% | +0.8% | -9.9% | -9.5% |
| 3M | +8.2% | +17.2% | -8.9% | +2.1% |
| 6M | -4.8% | +13.6% | -18.4% | -9.6% |
| YTD | +11.0% | +12.2% | -1.2% | +5.5% |
| 1Y | +4.2% | -16.3% | +20.5% | +8.8% |
| 3Y | +17.3% | +36.4% | -19.2% | -1.3% |
| 5Y | +33.0% | +95.0% | -62.0% | -4.5% |
| 10Y | +182.3% | +813.2% | -630.9% | +27.9% |
| All | +306.5% | +647.6% | -341.1% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling