+1,006.8%
ITW vs SPXU
-100.0%
+1,106.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | 0.0% |
| 7D | -0.4% | -1.5% | +1.0% | -0.9% |
| 30D | -9.4% | +3.7% | -13.2% | -8.2% |
| 3M | +7.1% | -9.6% | +16.7% | +4.2% |
| 6M | -1.9% | -32.4% | +30.5% | -12.7% |
| YTD | +10.4% | -28.7% | +39.1% | +0.4% |
| 1Y | +3.3% | -38.2% | +41.5% | -10.1% |
| 3Y | +21.0% | -80.4% | +101.5% | -22.4% |
| 5Y | +36.3% | -86.0% | +122.3% | -9.8% |
| 10Y | +185.8% | -99.5% | +285.3% | -20.1% |
| All | +1,006.8% | -100.0% | +1,106.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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