+1,621.0%
ITW vs URI
+7,134.6%
-5,513.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -3.6% | -2.0% | -1.6% | -3.1% |
| 30D | -9.1% | -12.9% | +3.8% | -6.1% |
| 3M | +8.2% | -6.7% | +14.9% | +9.7% |
| 6M | -4.8% | +19.0% | -23.8% | -9.7% |
| YTD | +11.0% | +25.5% | -14.5% | +3.4% |
| 1Y | +4.2% | +5.5% | -1.3% | +1.0% |
| 3Y | +17.3% | +111.3% | -94.0% | -6.2% |
| 5Y | +33.0% | +198.6% | -165.6% | -3.9% |
| 10Y | +182.3% | +1,179.9% | -997.6% | +38.8% |
| All | +1,621.0% | +7,134.6% | -5,513.6% | +316.5% |
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 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