+22.9%
ITW vs URI
+33.3%
-10.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.7% | +3.2% |
| 7D | +6.3% | -4.3% | +10.6% | +7.2% |
| 30D | +11.1% | +4.6% | +6.5% | +9.9% |
| 3M | +0.1% | -2.1% | +2.2% | +0.2% |
| 6M | +18.1% | +21.9% | -3.8% | +13.1% |
| YTD | +21.4% | +39.7% | -18.3% | +10.2% |
| 1Y | +22.9% | +32.9% | -10.0% | +12.8% |
| All | +22.9% | +33.3% | -10.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling