+35.0%
ITW vs RBA
+39.8%
-4.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | -10.4% | -13.0% | +2.6% | -7.5% |
| 3M | +3.5% | -23.1% | +26.6% | +9.5% |
| 6M | -3.4% | -22.6% | +19.2% | +1.9% |
| YTD | +8.5% | -20.4% | +28.9% | +13.2% |
| 1Y | +3.2% | -29.6% | +32.8% | +10.8% |
| 3Y | +18.9% | +26.6% | -7.7% | +11.0% |
| 5Y | +35.0% | +38.2% | -3.1% | +21.2% |
| All | +35.0% | +39.8% | -4.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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