+21.0%
ITW vs VSXY
+352.7%
-331.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -8.3% | -18.7% | +10.3% | -7.0% |
| 3M | +6.0% | -4.0% | +10.0% | +6.0% |
| 6M | 0.0% | +67.5% | -67.5% | -5.1% |
| YTD | +10.2% | +39.7% | -29.4% | +5.8% |
| 1Y | +3.2% | +180.0% | -176.8% | -6.8% |
| 3Y | +21.0% | +337.3% | -316.3% | +4.4% |
| All | +21.0% | +352.7% | -331.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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