+711.0%
ITW vs URA
-31.1%
+742.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -3.6% | +1.1% | -4.6% | -3.8% |
| 30D | -9.1% | +7.4% | -16.5% | -10.8% |
| 3M | +8.2% | -8.4% | +16.6% | +9.6% |
| 6M | -4.8% | -12.7% | +7.9% | -3.3% |
| YTD | +11.0% | +7.8% | +3.2% | +6.2% |
| 1Y | +4.2% | +19.5% | -15.2% | -4.4% |
| 3Y | +17.3% | +116.4% | -99.2% | -12.2% |
| 5Y | +33.0% | +134.3% | -101.3% | -8.4% |
| 10Y | +182.3% | +359.3% | -176.9% | +42.4% |
| All | +711.0% | -31.1% | +742.1% | +557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling