+36.4%
ITW vs RVTY
-34.5%
+70.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -2.4% | -7.4% | +5.0% | -0.2% |
| 30D | -9.5% | +4.5% | -14.0% | -10.8% |
| 3M | +6.6% | +19.5% | -12.8% | +0.8% |
| 6M | -1.8% | +34.1% | -35.9% | -10.9% |
| YTD | +9.0% | +25.3% | -16.2% | +0.3% |
| 1Y | +3.6% | +47.0% | -43.4% | -10.0% |
| 3Y | +19.4% | +14.1% | +5.3% | +10.1% |
| 5Y | +36.4% | -34.6% | +71.0% | +45.5% |
| All | +36.4% | -34.5% | +70.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling