+19.6%
ITW vs VIG
+54.7%
-35.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | -2.4% | -2.2% | -0.1% | +0.1% |
| 30D | -9.5% | -3.2% | -6.3% | -6.2% |
| 3M | +6.6% | +3.0% | +3.6% | +3.4% |
| 6M | -1.8% | +8.1% | -9.9% | -9.6% |
| YTD | +9.0% | +9.1% | 0.0% | -0.6% |
| 1Y | +3.6% | +12.6% | -9.0% | -8.8% |
| All | +19.6% | +54.7% | -35.1% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling