+188.3%
ITW vs SIRI
-10.2%
+198.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -8.3% | +2.5% | -10.8% | -8.9% |
| 3M | +6.0% | +6.6% | -0.6% | +4.3% |
| 6M | 0.0% | +32.9% | -32.9% | -6.7% |
| YTD | +10.2% | +50.5% | -40.2% | -0.2% |
| 1Y | +3.2% | +28.0% | -24.8% | -3.4% |
| 3Y | +21.0% | -22.4% | +43.4% | +20.2% |
| 5Y | +37.9% | -41.3% | +79.2% | +39.6% |
| All | +188.3% | -10.2% | +198.5% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling