+281.9%
ITW vs RUN
-32.6%
+314.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -1.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -10.4% | -10.8% | +0.5% | -9.6% |
| 3M | +3.5% | -30.2% | +33.7% | +6.1% |
| 6M | -3.4% | -22.3% | +19.0% | -2.3% |
| YTD | +8.5% | -52.2% | +60.7% | +12.9% |
| 1Y | +3.2% | -45.1% | +48.3% | +5.4% |
| 3Y | +18.9% | -37.1% | +56.0% | +8.1% |
| 5Y | +35.0% | -80.3% | +115.3% | +30.9% |
| 10Y | +188.6% | +45.2% | +143.4% | +111.2% |
| All | +281.9% | -32.6% | +314.6% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling