+36.3%
ITW vs ROIV
+316.9%
-280.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.5% |
| 7D | -0.4% | +20.2% | -20.6% | -1.5% |
| 30D | -9.4% | +14.1% | -23.6% | -10.2% |
| 3M | +7.1% | +45.6% | -38.5% | +4.7% |
| 6M | -1.9% | +44.1% | -46.0% | -4.1% |
| YTD | +10.4% | +91.2% | -80.7% | +6.1% |
| 1Y | +3.3% | +221.3% | -218.0% | -3.7% |
| 3Y | +21.0% | +229.2% | -208.2% | +11.8% |
| 5Y | +36.3% | +316.5% | -280.2% | +15.1% |
| All | +36.3% | +316.9% | -280.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling