+22.9%
ITW vs SIRI
+59.9%
-37.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.1% | +1.2% |
| 7D | +6.3% | +22.3% | -16.0% | +3.5% |
| 30D | +11.1% | +26.9% | -15.9% | +7.7% |
| 3M | +0.1% | +9.6% | -9.5% | -1.2% |
| 6M | +18.1% | +27.2% | -9.1% | +14.7% |
| YTD | +21.4% | +72.4% | -51.0% | +11.3% |
| 1Y | +22.9% | +59.9% | -37.0% | +14.4% |
| All | +22.9% | +59.9% | -37.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling