+188.3%
ITW vs SPY
+322.5%
-134.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.3% |
| 7D | -0.7% | -0.8% | 0.0% | 0.0% |
| 30D | -8.3% | -1.1% | -7.3% | -7.4% |
| 3M | +6.0% | +3.9% | +2.2% | +2.1% |
| 6M | 0.0% | +13.6% | -13.6% | -11.7% |
| YTD | +10.2% | +12.7% | -2.4% | -2.0% |
| 1Y | +3.2% | +17.5% | -14.3% | -12.1% |
| 3Y | +21.0% | +76.9% | -55.9% | -32.1% |
| 5Y | +37.9% | +83.6% | -45.7% | -26.1% |
| All | +188.3% | +322.5% | -134.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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