+46.3%
ITW vs ROIV
+298.2%
-251.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -1.9% | +22.3% | -24.2% | -3.0% |
| 30D | -10.4% | +16.9% | -27.2% | -11.2% |
| 3M | +3.5% | +43.9% | -40.4% | +1.3% |
| 6M | -3.4% | +41.6% | -45.0% | -5.5% |
| YTD | +8.5% | +92.7% | -84.2% | +4.2% |
| 1Y | +3.2% | +210.2% | -206.9% | -3.5% |
| 3Y | +18.9% | +231.8% | -212.9% | +9.8% |
| 5Y | +35.0% | +319.8% | -284.8% | +17.7% |
| All | +46.3% | +298.2% | -251.9% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling