+195.0%
ITW vs URA
+266.3%
-71.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +2.3% | -1.5% | +3.9% | +2.6% |
| 30D | +6.7% | -10.4% | +17.1% | +8.6% |
| 3M | -0.5% | -29.6% | +29.1% | +5.5% |
| 6M | +16.4% | -40.3% | +56.7% | +26.7% |
| YTD | +19.0% | -25.5% | +44.4% | +22.2% |
| 1Y | +20.2% | -26.4% | +46.6% | +23.4% |
| 3Y | +33.1% | +31.4% | +1.6% | +14.2% |
| 5Y | +35.7% | +28.6% | +7.1% | +13.1% |
| All | +195.0% | +266.3% | -71.3% | +53.7% |
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