+37.5%
ITW vs URI
+199.0%
-161.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | 0.0% |
| 7D | -1.1% | -4.0% | +2.9% | -0.1% |
| 30D | +8.6% | +6.8% | +1.8% | +6.1% |
| 3M | -2.7% | -2.8% | +0.1% | -2.3% |
| 6M | +14.0% | +20.9% | -6.9% | +6.4% |
| YTD | +18.6% | +40.2% | -21.6% | +3.8% |
| 1Y | +19.8% | +34.1% | -14.3% | +6.3% |
| 3Y | +34.8% | +164.1% | -129.3% | -10.3% |
| 5Y | +37.5% | +199.3% | -161.8% | -17.8% |
| All | +37.5% | +199.0% | -161.5% | -17.8% |
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