+185.1%
ITW vs URA
+361.2%
-176.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.4% | +1.2% |
| 7D | -2.4% | -1.5% | -0.8% | -2.1% |
| 30D | -9.5% | -0.4% | -9.2% | -9.6% |
| 3M | +6.6% | +6.3% | +0.4% | +4.9% |
| 6M | -1.8% | -14.0% | +12.2% | -0.1% |
| YTD | +9.0% | +5.3% | +3.7% | +5.5% |
| 1Y | +3.6% | +11.7% | -8.1% | -2.4% |
| 3Y | +19.4% | +109.8% | -90.4% | -6.8% |
| 5Y | +36.4% | +108.0% | -71.6% | +1.6% |
| All | +185.1% | +361.2% | -176.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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