+60.7%
ITW vs ROIV
+292.3%
-231.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +0.5% | +14.3% | -13.8% | -0.2% |
| 30D | +9.1% | +16.2% | -7.2% | +8.2% |
| 3M | -1.6% | +15.1% | -16.7% | -2.5% |
| 6M | +14.5% | +44.2% | -29.7% | +11.9% |
| YTD | +19.2% | +89.8% | -70.6% | +14.5% |
| 1Y | +20.9% | +94.6% | -73.6% | +15.9% |
| 3Y | +33.1% | +367.5% | -334.4% | +21.6% |
| 5Y | +38.2% | +421.4% | -383.2% | +19.7% |
| All | +60.7% | +292.3% | -231.6% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling