+16.0%
ITW vs URI
+23.1%
-7.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -0.7% |
| 7D | -1.6% | +2.4% | -4.0% | -2.2% |
| 30D | +8.9% | +8.9% | 0.0% | +6.6% |
| 3M | -0.9% | +0.8% | -1.7% | -1.6% |
| 6M | +16.0% | +23.1% | -7.2% | +12.5% |
| All | +16.0% | +23.1% | -7.1% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling