+35.0%
ITW vs ROP
-16.4%
+51.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -1.9% | -6.1% | +4.2% | +0.8% |
| 30D | -10.4% | -3.4% | -7.0% | -9.1% |
| 3M | +3.5% | +16.7% | -13.2% | -4.1% |
| 6M | -3.4% | +8.1% | -11.4% | -7.5% |
| YTD | +8.5% | -11.7% | +20.2% | +15.2% |
| 1Y | +3.2% | -24.2% | +27.5% | +19.6% |
| 3Y | +18.9% | -19.0% | +37.9% | +29.7% |
| 5Y | +35.0% | -15.9% | +50.9% | +39.0% |
| All | +35.0% | -16.4% | +51.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling