+9,101.3%
ITW vs RVTY
+2,416.7%
+6,684.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -9.1% | +13.2% | -22.4% | -12.2% |
| 3M | +8.2% | +27.2% | -19.0% | +1.1% |
| 6M | -4.8% | +32.4% | -37.2% | -12.5% |
| YTD | +11.0% | +34.9% | -23.8% | +1.0% |
| 1Y | +4.2% | +52.4% | -48.1% | -8.6% |
| 3Y | +17.3% | +12.3% | +5.0% | +9.3% |
| 5Y | +33.0% | -30.8% | +63.8% | +38.7% |
| 10Y | +182.3% | +150.7% | +31.6% | +107.5% |
| All | +9,101.3% | +2,416.7% | +6,684.6% | +3,207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling