+188.3%
ITW vs VEU
+155.0%
+33.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | +0.5% |
| 30D | -8.3% | -0.4% | -7.9% | -8.0% |
| 3M | +6.0% | +2.5% | +3.5% | +3.3% |
| 6M | 0.0% | +11.1% | -11.2% | -10.1% |
| YTD | +10.2% | +16.5% | -6.3% | -5.3% |
| 1Y | +3.2% | +22.9% | -19.7% | -15.8% |
| 3Y | +21.0% | +73.4% | -52.4% | -29.3% |
| 5Y | +37.9% | +56.1% | -18.2% | -11.2% |
| All | +188.3% | +155.0% | +33.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling