+5,340.4%
ITW vs SPG
+5,319.3%
+21.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -9.4% | -4.9% | -4.5% | -8.0% |
| 3M | +7.1% | +3.3% | +3.8% | +6.0% |
| 6M | -1.9% | +11.2% | -13.1% | -5.2% |
| YTD | +10.4% | +17.1% | -6.6% | +4.9% |
| 1Y | +3.3% | +21.6% | -18.3% | -3.1% |
| 3Y | +21.0% | +111.9% | -90.9% | -5.6% |
| 5Y | +36.3% | +106.9% | -70.6% | +5.9% |
| 10Y | +185.8% | +62.2% | +123.6% | +113.7% |
| All | +5,340.4% | +5,319.3% | +21.0% | +1,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling