+21.0%
ITW vs SPMO
+155.8%
-134.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -8.3% | -1.9% | -6.4% | -7.8% |
| 3M | +6.0% | -1.4% | +7.4% | +6.0% |
| 6M | 0.0% | +25.5% | -25.5% | -9.6% |
| YTD | +10.2% | +24.8% | -14.6% | -0.2% |
| 1Y | +3.2% | +24.5% | -21.3% | -6.7% |
| 3Y | +21.0% | +157.1% | -136.2% | -21.4% |
| All | +21.0% | +155.8% | -134.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling