+770.1%
ITW vs VOO
+812.0%
-41.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -0.4% | +0.5% | -1.0% | -1.0% |
| 30D | -9.4% | -0.9% | -8.5% | -8.6% |
| 3M | +7.1% | +3.9% | +3.2% | +3.0% |
| 6M | -1.9% | +14.5% | -16.4% | -14.6% |
| YTD | +10.4% | +13.0% | -2.5% | -2.7% |
| 1Y | +3.3% | +19.4% | -16.1% | -14.2% |
| 3Y | +21.0% | +78.9% | -57.9% | -34.4% |
| 5Y | +36.3% | +82.3% | -46.0% | -28.3% |
| 10Y | +185.8% | +314.2% | -128.4% | -39.5% |
| All | +770.1% | +812.0% | -41.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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