+188.3%
ITW vs SPG
+64.5%
+123.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | -1.2% | +0.4% | -0.4% |
| 30D | -8.3% | -6.1% | -2.2% | -6.6% |
| 3M | +6.0% | -3.6% | +9.7% | +7.2% |
| 6M | 0.0% | +10.4% | -10.4% | -2.9% |
| YTD | +10.2% | +14.4% | -4.1% | +5.9% |
| 1Y | +3.2% | +16.5% | -13.3% | -1.4% |
| 3Y | +21.0% | +106.8% | -85.8% | -2.1% |
| 5Y | +37.9% | +108.9% | -71.0% | +10.2% |
| All | +188.3% | +64.5% | +123.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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