+1,751.4%
ITW vs URI
+8,158.7%
-6,407.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -0.8% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | +8.9% | +9.1% | -0.2% | +6.4% |
| 3M | -0.9% | +1.0% | -1.9% | -1.5% |
| 6M | +16.0% | +23.3% | -7.4% | +9.4% |
| YTD | +19.4% | +43.3% | -23.9% | +7.4% |
| 1Y | +20.7% | +35.9% | -15.3% | +9.8% |
| 3Y | +33.4% | +158.6% | -125.2% | +1.5% |
| 5Y | +39.1% | +213.1% | -174.0% | -0.8% |
| 10Y | +195.3% | +1,213.1% | -1,017.8% | +43.9% |
| All | +1,751.4% | +8,158.7% | -6,407.3% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling