+188.3%
ITW vs VTR
+99.2%
+89.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -8.3% | +1.1% | -9.4% | -8.6% |
| 3M | +6.0% | +7.9% | -1.9% | +3.8% |
| 6M | 0.0% | +6.2% | -6.2% | -1.9% |
| YTD | +10.2% | +17.7% | -7.5% | +5.3% |
| 1Y | +3.2% | +32.9% | -29.7% | -4.5% |
| 3Y | +21.0% | +129.7% | -108.7% | -3.7% |
| 5Y | +37.9% | +89.3% | -51.4% | +14.0% |
| All | +188.3% | +99.2% | +89.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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