+188.3%
ITW vs VIG
+250.0%
-61.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.3% |
| 7D | -0.7% | -1.1% | +0.3% | +0.5% |
| 30D | -8.3% | -2.7% | -5.6% | -5.3% |
| 3M | +6.0% | +2.5% | +3.5% | +3.1% |
| 6M | 0.0% | +9.2% | -9.2% | -9.6% |
| YTD | +10.2% | +9.8% | +0.4% | -1.0% |
| 1Y | +3.2% | +12.4% | -9.2% | -9.8% |
| 3Y | +21.0% | +55.9% | -34.9% | -27.8% |
| 5Y | +37.9% | +63.9% | -26.0% | -22.2% |
| All | +188.3% | +250.0% | -61.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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