+36.3%
ITW vs URI
+206.8%
-170.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.4% | +2.5% | -3.0% | -1.2% |
| 30D | -9.4% | -12.5% | +3.1% | -5.7% |
| 3M | +7.1% | -6.2% | +13.3% | +8.7% |
| 6M | -1.9% | +25.9% | -27.7% | -10.0% |
| YTD | +10.4% | +26.2% | -15.7% | +0.3% |
| 1Y | +3.3% | +5.5% | -2.2% | -0.9% |
| 3Y | +21.0% | +125.0% | -104.0% | -14.6% |
| 5Y | +36.3% | +210.4% | -174.1% | -19.8% |
| All | +36.3% | +206.8% | -170.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling