+33.1%
ITW vs URA
+35.4%
-2.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +2.3% | -1.5% | +3.9% | +2.4% |
| 30D | +6.7% | -10.4% | +17.1% | +7.4% |
| 3M | -0.5% | -29.6% | +29.1% | +1.5% |
| 6M | +16.4% | -40.3% | +56.7% | +20.1% |
| YTD | +19.0% | -25.5% | +44.4% | +20.2% |
| 1Y | +20.2% | -26.4% | +46.6% | +21.5% |
| 3Y | +33.1% | +31.4% | +1.6% | +20.4% |
| All | +33.1% | +35.4% | -2.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling