+61.0%
ITW vs ROIV
+298.6%
-237.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -1.6% | +9.5% | -11.1% | -2.1% |
| 30D | +8.9% | +21.0% | -12.1% | +7.8% |
| 3M | -0.9% | +18.7% | -19.6% | -1.9% |
| 6M | +16.0% | +44.5% | -28.5% | +13.3% |
| YTD | +19.4% | +92.9% | -73.4% | +14.6% |
| 1Y | +20.7% | +100.2% | -79.6% | +15.5% |
| 3Y | +33.4% | +375.0% | -341.6% | +21.8% |
| 5Y | +39.1% | +435.2% | -396.1% | +20.4% |
| All | +61.0% | +298.6% | -237.5% | +40.2% |
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