+363.9%
ITW vs USFR
+27.6%
+336.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -9.4% | +0.3% | -9.7% | -9.5% |
| 3M | +7.1% | +1.0% | +6.1% | +6.8% |
| 6M | -1.9% | +1.9% | -3.8% | -2.5% |
| YTD | +10.4% | +2.7% | +7.8% | +9.4% |
| 1Y | +3.3% | +4.0% | -0.7% | +1.9% |
| 3Y | +21.0% | +14.0% | +7.0% | +15.4% |
| 5Y | +36.3% | +20.4% | +15.9% | +27.2% |
| 10Y | +185.8% | +28.1% | +157.7% | +161.8% |
| All | +363.9% | +27.6% | +336.3% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling