+188.3%
ITW vs ROP
+135.6%
+52.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -4.6% | +3.9% | +2.1% |
| 30D | -8.3% | -1.7% | -6.6% | -7.6% |
| 3M | +6.0% | +17.1% | -11.0% | -4.4% |
| 6M | 0.0% | +10.9% | -10.9% | -7.5% |
| YTD | +10.2% | -12.1% | +22.3% | +16.8% |
| 1Y | +3.2% | -24.2% | +27.5% | +20.2% |
| 3Y | +21.0% | -20.4% | +41.3% | +33.9% |
| 5Y | +37.9% | -15.4% | +53.3% | +44.4% |
| All | +188.3% | +135.6% | +52.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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