+188.3%
ITW vs TECH
+189.9%
-1.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | +6.0% | +33.7% | -27.6% | -2.0% |
| 6M | 0.0% | +34.9% | -34.9% | -9.2% |
| YTD | +10.2% | +23.2% | -12.9% | +2.1% |
| 1Y | +3.2% | +36.3% | -33.1% | -7.6% |
| 3Y | +21.0% | +2.3% | +18.7% | +13.4% |
| 5Y | +37.9% | -42.9% | +80.8% | +49.8% |
| All | +188.3% | +189.9% | -1.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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