+188.3%
ITW vs XME
+421.4%
-233.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -0.7% | -4.2% | +3.5% | +0.8% |
| 30D | -8.3% | -2.7% | -5.6% | -7.6% |
| 3M | +6.0% | -3.9% | +9.9% | +6.8% |
| 6M | 0.0% | -1.0% | +1.0% | -1.4% |
| YTD | +10.2% | +9.8% | +0.4% | +3.5% |
| 1Y | +3.2% | +32.5% | -29.3% | -11.5% |
| 3Y | +21.0% | +124.3% | -103.4% | -19.0% |
| 5Y | +37.9% | +165.8% | -127.9% | -18.1% |
| All | +188.3% | +421.4% | -233.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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