+19.6%
ITW vs RUN
-38.5%
+58.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.5% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | -9.5% | -14.0% | +4.4% | -9.0% |
| 3M | +6.6% | -27.5% | +34.1% | +7.8% |
| 6M | -1.8% | -29.0% | +27.2% | -0.9% |
| YTD | +9.0% | -53.1% | +62.1% | +11.1% |
| 1Y | +3.6% | -46.7% | +50.3% | +4.7% |
| All | +19.6% | -38.5% | +58.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling