+188.3%
ITW vs SPYG
+424.6%
-236.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | -8.3% | -1.5% | -6.8% | -7.4% |
| 3M | +6.0% | +3.7% | +2.3% | +3.0% |
| 6M | 0.0% | +16.4% | -16.4% | -10.8% |
| YTD | +10.2% | +13.3% | -3.1% | -0.1% |
| 1Y | +3.2% | +17.9% | -14.6% | -9.5% |
| 3Y | +21.0% | +98.3% | -77.4% | -30.5% |
| 5Y | +37.9% | +86.4% | -48.5% | -18.4% |
| All | +188.3% | +424.6% | -236.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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