+1,579.1%
ITW vs SPYG
+559.2%
+1,019.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -10.4% | -1.7% | -8.7% | -9.3% |
| 3M | +3.5% | +3.6% | -0.1% | +0.3% |
| 6M | -3.4% | +16.6% | -20.0% | -14.6% |
| YTD | +8.5% | +13.4% | -4.9% | -2.4% |
| 1Y | +3.2% | +19.6% | -16.4% | -11.3% |
| 3Y | +18.9% | +99.8% | -80.9% | -33.0% |
| 5Y | +35.0% | +85.0% | -49.9% | -20.9% |
| 10Y | +188.6% | +422.1% | -233.5% | -26.1% |
| All | +1,579.1% | +559.2% | +1,019.9% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling