+355.8%
ITW vs USFR
+27.6%
+328.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -10.4% | +0.3% | -10.6% | -10.5% |
| 3M | +3.5% | +1.0% | +2.5% | +3.2% |
| 6M | -3.4% | +1.9% | -5.3% | -4.0% |
| YTD | +8.5% | +2.7% | +5.9% | +7.5% |
| 1Y | +3.2% | +4.0% | -0.7% | +1.8% |
| 3Y | +18.9% | +14.0% | +4.9% | +13.4% |
| 5Y | +35.0% | +20.4% | +14.6% | +26.0% |
| 10Y | +188.6% | +28.0% | +160.6% | +164.5% |
| All | +355.8% | +27.6% | +328.2% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling