+4,619.5%
ITW vs SIRI
-17.7%
+4,637.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | -9.5% | +1.3% | -10.8% | -9.6% |
| 3M | +6.6% | +5.6% | +1.0% | +6.3% |
| 6M | -1.8% | +35.2% | -36.9% | -3.5% |
| YTD | +9.0% | +49.1% | -40.1% | +6.4% |
| 1Y | +3.6% | +26.8% | -23.2% | +2.0% |
| 3Y | +19.4% | -23.7% | +43.1% | +19.5% |
| 5Y | +36.4% | -41.8% | +78.2% | +37.4% |
| 10Y | +190.0% | -11.3% | +201.2% | +186.2% |
| All | +4,619.5% | -17.7% | +4,637.2% | +3,897.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling