+188.6%
ITW vs URI
+1,196.9%
-1,008.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.2% |
| 7D | -1.9% | +5.0% | -6.9% | -3.6% |
| 30D | -10.4% | -9.4% | -1.0% | -7.3% |
| 3M | +3.5% | -5.8% | +9.3% | +5.2% |
| 6M | -3.4% | +25.8% | -29.2% | -12.6% |
| YTD | +8.5% | +27.9% | -19.4% | -3.3% |
| 1Y | +3.2% | +9.7% | -6.5% | -3.2% |
| 3Y | +18.9% | +128.0% | -109.1% | -18.9% |
| 5Y | +35.0% | +212.4% | -177.4% | -21.7% |
| 10Y | +188.6% | +1,271.8% | -1,083.2% | -3.9% |
| All | +188.6% | +1,196.9% | -1,008.3% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling