+22.9%
ITW vs ROIV
+97.8%
-74.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.1% | -3.7% | +2.2% |
| 7D | +6.3% | +3.0% | +3.3% | +6.2% |
| 30D | +11.1% | +6.8% | +4.2% | +10.9% |
| 3M | +0.1% | +10.5% | -10.4% | -0.3% |
| 6M | +18.1% | +34.8% | -16.7% | +15.9% |
| YTD | +21.4% | +76.2% | -54.8% | +17.6% |
| 1Y | +22.9% | +92.4% | -69.5% | +17.7% |
| All | +22.9% | +97.8% | -74.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling