+1,592.5%
ITW vs RBA
+4,075.0%
-2,482.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | +6.7% | +8.3% | -1.6% | +4.5% |
| 3M | -0.5% | +10.5% | -11.1% | -3.3% |
| 6M | +16.4% | -5.9% | +22.3% | +17.3% |
| YTD | +19.0% | -6.9% | +25.8% | +19.6% |
| 1Y | +20.2% | -4.9% | +25.1% | +20.2% |
| 3Y | +33.1% | +64.5% | -31.4% | +14.2% |
| 5Y | +35.7% | +46.1% | -10.4% | +17.3% |
| 10Y | +194.0% | +208.2% | -14.2% | +101.4% |
| All | +1,592.5% | +4,075.0% | -2,482.5% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling