+195.0%
ITW vs RVTY
+211.6%
-16.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +6.7% | +1.5% | +5.2% | +5.7% |
| 3M | -0.5% | +31.5% | -32.0% | -10.6% |
| 6M | +16.4% | +62.7% | -46.3% | -3.6% |
| YTD | +19.0% | +60.0% | -41.0% | -2.4% |
| 1Y | +20.2% | +65.7% | -45.5% | -2.8% |
| 3Y | +33.1% | +85.2% | -52.1% | -0.5% |
| 5Y | +35.7% | -14.9% | +50.6% | +35.1% |
| All | +195.0% | +211.6% | -16.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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