+82.4%
ITW vs SITM
+4,789.7%
-4,707.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.6% |
| 7D | -0.7% | +3.9% | -4.6% | -1.1% |
| 30D | -8.3% | -6.6% | -1.7% | -7.9% |
| 3M | +6.0% | -11.9% | +17.9% | +6.1% |
| 6M | 0.0% | +81.1% | -81.1% | -8.2% |
| YTD | +10.2% | +80.0% | -69.7% | +0.6% |
| 1Y | +3.2% | +145.8% | -142.6% | -9.7% |
| 3Y | +21.0% | +475.9% | -454.9% | -8.9% |
| 5Y | +37.9% | +189.2% | -151.3% | +4.5% |
| All | +82.4% | +4,789.7% | -4,707.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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