+195.3%
ITW vs URI
+1,243.8%
-1,048.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | +8.9% | +8.9% | 0.0% | +5.2% |
| 3M | -0.9% | +0.8% | -1.7% | -1.8% |
| 6M | +16.0% | +23.1% | -7.2% | +6.2% |
| YTD | +19.4% | +43.1% | -23.6% | +1.5% |
| 1Y | +20.7% | +35.7% | -15.0% | +4.4% |
| 3Y | +33.4% | +158.2% | -124.8% | -13.9% |
| 5Y | +39.1% | +212.6% | -173.5% | -20.1% |
| 10Y | +195.3% | +1,210.8% | -1,015.5% | -3.4% |
| All | +195.3% | +1,243.8% | -1,048.5% | -3.4% |
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