+188.3%
ITW vs UL
+66.7%
+121.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.7% | -3.4% | +2.7% | +0.6% |
| 30D | -8.3% | +0.5% | -8.8% | -8.5% |
| 3M | +6.0% | +7.2% | -1.2% | +2.9% |
| 6M | 0.0% | -3.1% | +3.0% | +0.7% |
| YTD | +10.2% | -2.7% | +12.9% | +10.8% |
| 1Y | +3.2% | -10.2% | +13.5% | +6.9% |
| 3Y | +21.0% | +20.3% | +0.7% | +9.9% |
| 5Y | +37.9% | +19.9% | +18.0% | +23.2% |
| All | +188.3% | +66.7% | +121.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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