+734.8%
ITW vs VIG
+614.0%
+120.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -1.9% | -1.2% | -0.7% | -0.5% |
| 30D | -10.4% | -2.8% | -7.5% | -7.3% |
| 3M | +3.5% | +2.5% | +1.1% | +0.7% |
| 6M | -3.4% | +8.1% | -11.5% | -11.7% |
| YTD | +8.5% | +9.6% | -1.0% | -2.4% |
| 1Y | +3.2% | +14.2% | -10.9% | -11.6% |
| 3Y | +18.9% | +56.1% | -37.2% | -29.6% |
| 5Y | +35.0% | +62.8% | -27.8% | -23.8% |
| 10Y | +188.6% | +248.2% | -59.6% | -33.2% |
| All | +734.8% | +614.0% | +120.8% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling