+35.0%
ITW vs URA
+132.7%
-97.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -1.9% | +5.7% | -7.6% | -2.5% |
| 30D | -10.4% | +5.6% | -16.0% | -11.0% |
| 3M | +3.5% | +6.2% | -2.7% | +2.6% |
| 6M | -3.4% | -8.2% | +4.9% | -3.0% |
| YTD | +8.5% | +9.7% | -1.2% | +6.0% |
| 1Y | +3.2% | +17.0% | -13.7% | -1.0% |
| 3Y | +18.9% | +118.5% | -99.6% | +0.3% |
| 5Y | +35.0% | +134.3% | -99.3% | +9.4% |
| All | +35.0% | +132.7% | -97.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling