+60.4%
ITW vs ROIV
+276.5%
-216.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +2.3% | +1.7% | +0.7% | +2.2% |
| 30D | +6.7% | +17.6% | -10.9% | +5.8% |
| 3M | -0.5% | +9.0% | -9.5% | -1.2% |
| 6M | +16.4% | +35.3% | -18.9% | +14.1% |
| YTD | +19.0% | +82.2% | -63.2% | +14.5% |
| 1Y | +20.2% | +92.3% | -72.1% | +15.3% |
| 3Y | +33.1% | +336.8% | -303.7% | +22.0% |
| 5Y | +35.7% | +370.6% | -334.9% | +17.7% |
| All | +60.4% | +276.5% | -216.1% | +40.1% |
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