+188.3%
ITW vs RVTY
+145.6%
+42.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.9% |
| 30D | -8.3% | +5.5% | -13.8% | -10.2% |
| 3M | +6.0% | +22.5% | -16.5% | -1.9% |
| 6M | 0.0% | +38.9% | -38.9% | -12.4% |
| YTD | +10.2% | +28.7% | -18.5% | -1.5% |
| 1Y | +3.2% | +45.5% | -42.3% | -12.5% |
| 3Y | +21.0% | +16.4% | +4.6% | +7.9% |
| 5Y | +37.9% | -32.7% | +70.7% | +50.3% |
| All | +188.3% | +145.6% | +42.6% | +64.4% |
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